CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7548 |
-0.0064 |
-0.8% |
0.7636 |
| High |
0.7635 |
0.7550 |
-0.0085 |
-1.1% |
0.7646 |
| Low |
0.7534 |
0.7517 |
-0.0018 |
-0.2% |
0.7534 |
| Close |
0.7537 |
0.7529 |
-0.0009 |
-0.1% |
0.7537 |
| Range |
0.0101 |
0.0034 |
-0.0067 |
-66.8% |
0.0112 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,589 |
3,649 |
2,060 |
129.6% |
5,852 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7614 |
0.7547 |
|
| R3 |
0.7599 |
0.7580 |
0.7538 |
|
| R2 |
0.7565 |
0.7565 |
0.7535 |
|
| R1 |
0.7547 |
0.7547 |
0.7532 |
0.7539 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7528 |
| S1 |
0.7513 |
0.7513 |
0.7525 |
0.7506 |
| S2 |
0.7498 |
0.7498 |
0.7522 |
|
| S3 |
0.7465 |
0.7480 |
0.7519 |
|
| S4 |
0.7431 |
0.7446 |
0.7510 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7835 |
0.7599 |
|
| R3 |
0.7796 |
0.7723 |
0.7568 |
|
| R2 |
0.7684 |
0.7684 |
0.7558 |
|
| R1 |
0.7611 |
0.7611 |
0.7547 |
0.7592 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7563 |
| S1 |
0.7499 |
0.7499 |
0.7527 |
0.7480 |
| S2 |
0.7460 |
0.7460 |
0.7516 |
|
| S3 |
0.7348 |
0.7387 |
0.7506 |
|
| S4 |
0.7236 |
0.7275 |
0.7475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7642 |
0.7517 |
0.0125 |
1.7% |
0.0047 |
0.6% |
10% |
False |
True |
1,618 |
| 10 |
0.7646 |
0.7517 |
0.0130 |
1.7% |
0.0046 |
0.6% |
9% |
False |
True |
1,452 |
| 20 |
0.7664 |
0.7517 |
0.0147 |
2.0% |
0.0042 |
0.6% |
8% |
False |
True |
825 |
| 40 |
0.7675 |
0.7441 |
0.0234 |
3.1% |
0.0040 |
0.5% |
37% |
False |
False |
468 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
55% |
False |
False |
358 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
55% |
False |
False |
274 |
| 100 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0032 |
0.4% |
43% |
False |
False |
222 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0029 |
0.4% |
36% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7638 |
|
1.618 |
0.7604 |
|
1.000 |
0.7584 |
|
0.618 |
0.7571 |
|
HIGH |
0.7550 |
|
0.618 |
0.7537 |
|
0.500 |
0.7533 |
|
0.382 |
0.7529 |
|
LOW |
0.7517 |
|
0.618 |
0.7496 |
|
1.000 |
0.7483 |
|
1.618 |
0.7462 |
|
2.618 |
0.7429 |
|
4.250 |
0.7374 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7576 |
| PP |
0.7532 |
0.7560 |
| S1 |
0.7530 |
0.7544 |
|