CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7468 |
0.7483 |
0.0015 |
0.2% |
0.7548 |
| High |
0.7484 |
0.7507 |
0.0023 |
0.3% |
0.7550 |
| Low |
0.7458 |
0.7470 |
0.0013 |
0.2% |
0.7443 |
| Close |
0.7475 |
0.7500 |
0.0025 |
0.3% |
0.7473 |
| Range |
0.0027 |
0.0037 |
0.0010 |
37.7% |
0.0107 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
15,103 |
34,391 |
19,288 |
127.7% |
23,915 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7587 |
0.7520 |
|
| R3 |
0.7565 |
0.7551 |
0.7510 |
|
| R2 |
0.7529 |
0.7529 |
0.7506 |
|
| R1 |
0.7514 |
0.7514 |
0.7503 |
0.7521 |
| PP |
0.7492 |
0.7492 |
0.7492 |
0.7496 |
| S1 |
0.7478 |
0.7478 |
0.7496 |
0.7485 |
| S2 |
0.7456 |
0.7456 |
0.7493 |
|
| S3 |
0.7419 |
0.7441 |
0.7489 |
|
| S4 |
0.7383 |
0.7405 |
0.7479 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7748 |
0.7531 |
|
| R3 |
0.7703 |
0.7641 |
0.7502 |
|
| R2 |
0.7596 |
0.7596 |
0.7492 |
|
| R1 |
0.7534 |
0.7534 |
0.7482 |
0.7511 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7477 |
| S1 |
0.7427 |
0.7427 |
0.7463 |
0.7404 |
| S2 |
0.7381 |
0.7381 |
0.7453 |
|
| S3 |
0.7274 |
0.7320 |
0.7443 |
|
| S4 |
0.7167 |
0.7213 |
0.7414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7507 |
0.7443 |
0.0064 |
0.8% |
0.0038 |
0.5% |
89% |
True |
False |
13,582 |
| 10 |
0.7642 |
0.7443 |
0.0199 |
2.6% |
0.0041 |
0.5% |
28% |
False |
False |
7,720 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0042 |
0.6% |
28% |
False |
False |
4,248 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0039 |
0.5% |
24% |
False |
False |
2,198 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
46% |
False |
False |
1,498 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0037 |
0.5% |
46% |
False |
False |
1,145 |
| 100 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0033 |
0.4% |
40% |
False |
False |
920 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0030 |
0.4% |
30% |
False |
False |
768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7662 |
|
2.618 |
0.7602 |
|
1.618 |
0.7566 |
|
1.000 |
0.7543 |
|
0.618 |
0.7529 |
|
HIGH |
0.7507 |
|
0.618 |
0.7493 |
|
0.500 |
0.7488 |
|
0.382 |
0.7484 |
|
LOW |
0.7470 |
|
0.618 |
0.7447 |
|
1.000 |
0.7434 |
|
1.618 |
0.7411 |
|
2.618 |
0.7374 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7496 |
0.7491 |
| PP |
0.7492 |
0.7483 |
| S1 |
0.7488 |
0.7475 |
|