CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7505 |
0.7459 |
-0.0047 |
-0.6% |
0.7636 |
| High |
0.7505 |
0.7472 |
-0.0033 |
-0.4% |
0.7646 |
| Low |
0.7449 |
0.7443 |
-0.0006 |
-0.1% |
0.7534 |
| Close |
0.7468 |
0.7448 |
-0.0020 |
-0.3% |
0.7537 |
| Range |
0.0057 |
0.0029 |
-0.0027 |
-48.7% |
0.0112 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
3,288 |
8,539 |
5,251 |
159.7% |
5,852 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7541 |
0.7524 |
0.7464 |
|
| R3 |
0.7512 |
0.7495 |
0.7456 |
|
| R2 |
0.7483 |
0.7483 |
0.7453 |
|
| R1 |
0.7466 |
0.7466 |
0.7451 |
0.7460 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7452 |
| S1 |
0.7437 |
0.7437 |
0.7445 |
0.7431 |
| S2 |
0.7425 |
0.7425 |
0.7443 |
|
| S3 |
0.7396 |
0.7408 |
0.7440 |
|
| S4 |
0.7367 |
0.7379 |
0.7432 |
|
|
| 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 |
0.7635 |
0.7443 |
0.0192 |
2.6% |
0.0049 |
0.7% |
3% |
False |
True |
3,782 |
| 10 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0045 |
0.6% |
2% |
False |
True |
2,334 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0043 |
0.6% |
2% |
False |
True |
1,481 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0039 |
0.5% |
2% |
False |
True |
803 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
31% |
False |
False |
579 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
31% |
False |
False |
445 |
| 100 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0032 |
0.4% |
24% |
False |
False |
359 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0029 |
0.4% |
20% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7595 |
|
2.618 |
0.7548 |
|
1.618 |
0.7519 |
|
1.000 |
0.7501 |
|
0.618 |
0.7490 |
|
HIGH |
0.7472 |
|
0.618 |
0.7461 |
|
0.500 |
0.7458 |
|
0.382 |
0.7454 |
|
LOW |
0.7443 |
|
0.618 |
0.7425 |
|
1.000 |
0.7414 |
|
1.618 |
0.7396 |
|
2.618 |
0.7367 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7458 |
0.7486 |
| PP |
0.7454 |
0.7473 |
| S1 |
0.7451 |
0.7461 |
|