CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7513 |
0.7522 |
0.0009 |
0.1% |
0.7468 |
High |
0.7564 |
0.7560 |
-0.0004 |
-0.1% |
0.7543 |
Low |
0.7510 |
0.7509 |
-0.0001 |
0.0% |
0.7458 |
Close |
0.7531 |
0.7552 |
0.0021 |
0.3% |
0.7509 |
Range |
0.0054 |
0.0051 |
-0.0003 |
-5.6% |
0.0086 |
ATR |
0.0042 |
0.0043 |
0.0001 |
1.4% |
0.0000 |
Volume |
72,334 |
68,999 |
-3,335 |
-4.6% |
251,212 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7693 |
0.7673 |
0.7580 |
|
R3 |
0.7642 |
0.7622 |
0.7566 |
|
R2 |
0.7591 |
0.7591 |
0.7561 |
|
R1 |
0.7571 |
0.7571 |
0.7556 |
0.7581 |
PP |
0.7540 |
0.7540 |
0.7540 |
0.7545 |
S1 |
0.7520 |
0.7520 |
0.7547 |
0.7530 |
S2 |
0.7489 |
0.7489 |
0.7542 |
|
S3 |
0.7438 |
0.7469 |
0.7537 |
|
S4 |
0.7387 |
0.7418 |
0.7523 |
|
|
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% |
0.0044 |
0.6% |
82% |
False |
False |
64,814 |
10 |
0.7564 |
0.7443 |
0.0121 |
1.6% |
0.0040 |
0.5% |
90% |
False |
False |
45,769 |
20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0043 |
0.6% |
53% |
False |
False |
23,630 |
40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0041 |
0.5% |
47% |
False |
False |
12,010 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0040 |
0.5% |
62% |
False |
False |
8,038 |
80 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
62% |
False |
False |
6,057 |
100 |
0.7697 |
0.7347 |
0.0350 |
4.6% |
0.0035 |
0.5% |
58% |
False |
False |
4,849 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0032 |
0.4% |
40% |
False |
False |
4,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7777 |
2.618 |
0.7694 |
1.618 |
0.7643 |
1.000 |
0.7611 |
0.618 |
0.7592 |
HIGH |
0.7560 |
0.618 |
0.7541 |
0.500 |
0.7535 |
0.382 |
0.7528 |
LOW |
0.7509 |
0.618 |
0.7477 |
1.000 |
0.7458 |
1.618 |
0.7426 |
2.618 |
0.7375 |
4.250 |
0.7292 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7546 |
0.7545 |
PP |
0.7540 |
0.7538 |
S1 |
0.7535 |
0.7531 |
|