CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7513 |
-0.0001 |
0.0% |
0.7468 |
| High |
0.7534 |
0.7564 |
0.0030 |
0.4% |
0.7543 |
| Low |
0.7498 |
0.7510 |
0.0012 |
0.2% |
0.7458 |
| Close |
0.7507 |
0.7531 |
0.0024 |
0.3% |
0.7509 |
| Range |
0.0036 |
0.0054 |
0.0018 |
50.0% |
0.0086 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.7% |
0.0000 |
| Volume |
50,015 |
72,334 |
22,319 |
44.6% |
251,212 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7668 |
0.7561 |
|
| R3 |
0.7643 |
0.7614 |
0.7546 |
|
| R2 |
0.7589 |
0.7589 |
0.7541 |
|
| R1 |
0.7560 |
0.7560 |
0.7536 |
0.7575 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7542 |
| S1 |
0.7506 |
0.7506 |
0.7526 |
0.7521 |
| S2 |
0.7481 |
0.7481 |
0.7521 |
|
| S3 |
0.7427 |
0.7452 |
0.7516 |
|
| S4 |
0.7373 |
0.7398 |
0.7501 |
|
|
| 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 |
0.7564 |
0.7495 |
0.0070 |
0.9% |
0.0043 |
0.6% |
53% |
True |
False |
64,813 |
| 10 |
0.7564 |
0.7443 |
0.0121 |
1.6% |
0.0041 |
0.5% |
73% |
True |
False |
39,197 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0042 |
0.6% |
43% |
False |
False |
20,402 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0041 |
0.5% |
38% |
False |
False |
10,292 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0040 |
0.5% |
56% |
False |
False |
6,891 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
56% |
False |
False |
5,195 |
| 100 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0035 |
0.5% |
49% |
False |
False |
4,159 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0032 |
0.4% |
36% |
False |
False |
3,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7794 |
|
2.618 |
0.7705 |
|
1.618 |
0.7651 |
|
1.000 |
0.7618 |
|
0.618 |
0.7597 |
|
HIGH |
0.7564 |
|
0.618 |
0.7543 |
|
0.500 |
0.7537 |
|
0.382 |
0.7531 |
|
LOW |
0.7510 |
|
0.618 |
0.7477 |
|
1.000 |
0.7456 |
|
1.618 |
0.7423 |
|
2.618 |
0.7369 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7537 |
0.7530 |
| PP |
0.7535 |
0.7530 |
| S1 |
0.7533 |
0.7529 |
|