CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7518 |
0.7514 |
-0.0005 |
-0.1% |
0.7468 |
| High |
0.7541 |
0.7534 |
-0.0007 |
-0.1% |
0.7543 |
| Low |
0.7495 |
0.7498 |
0.0004 |
0.0% |
0.7458 |
| Close |
0.7509 |
0.7507 |
-0.0002 |
0.0% |
0.7509 |
| Range |
0.0047 |
0.0036 |
-0.0010 |
-22.6% |
0.0086 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
78,042 |
50,015 |
-28,027 |
-35.9% |
251,212 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7600 |
0.7527 |
|
| R3 |
0.7585 |
0.7564 |
0.7517 |
|
| R2 |
0.7549 |
0.7549 |
0.7514 |
|
| R1 |
0.7528 |
0.7528 |
0.7510 |
0.7521 |
| PP |
0.7513 |
0.7513 |
0.7513 |
0.7509 |
| S1 |
0.7492 |
0.7492 |
0.7504 |
0.7485 |
| S2 |
0.7477 |
0.7477 |
0.7500 |
|
| S3 |
0.7441 |
0.7456 |
0.7497 |
|
| S4 |
0.7405 |
0.7420 |
0.7487 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7720 |
0.7556 |
|
| R3 |
0.7674 |
0.7634 |
0.7533 |
|
| R2 |
0.7589 |
0.7589 |
0.7525 |
|
| R1 |
0.7549 |
0.7549 |
0.7517 |
0.7569 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7513 |
| S1 |
0.7463 |
0.7463 |
0.7501 |
0.7483 |
| S2 |
0.7418 |
0.7418 |
0.7493 |
|
| S3 |
0.7332 |
0.7378 |
0.7485 |
|
| S4 |
0.7247 |
0.7292 |
0.7462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7543 |
0.7470 |
0.0073 |
1.0% |
0.0040 |
0.5% |
51% |
False |
False |
57,224 |
| 10 |
0.7543 |
0.7443 |
0.0100 |
1.3% |
0.0038 |
0.5% |
64% |
False |
False |
32,149 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0042 |
0.6% |
32% |
False |
False |
16,800 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0041 |
0.5% |
28% |
False |
False |
8,485 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
49% |
False |
False |
5,688 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
49% |
False |
False |
4,291 |
| 100 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0034 |
0.5% |
42% |
False |
False |
3,437 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0031 |
0.4% |
31% |
False |
False |
2,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7687 |
|
2.618 |
0.7628 |
|
1.618 |
0.7592 |
|
1.000 |
0.7570 |
|
0.618 |
0.7556 |
|
HIGH |
0.7534 |
|
0.618 |
0.7520 |
|
0.500 |
0.7516 |
|
0.382 |
0.7512 |
|
LOW |
0.7498 |
|
0.618 |
0.7476 |
|
1.000 |
0.7462 |
|
1.618 |
0.7440 |
|
2.618 |
0.7404 |
|
4.250 |
0.7345 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7516 |
0.7519 |
| PP |
0.7513 |
0.7515 |
| S1 |
0.7510 |
0.7511 |
|