CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7499 |
-0.0035 |
-0.5% |
0.7514 |
| High |
0.7549 |
0.7506 |
-0.0043 |
-0.6% |
0.7564 |
| Low |
0.7479 |
0.7460 |
-0.0019 |
-0.3% |
0.7460 |
| Close |
0.7492 |
0.7471 |
-0.0021 |
-0.3% |
0.7471 |
| Range |
0.0070 |
0.0046 |
-0.0024 |
-34.3% |
0.0104 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.1% |
0.0000 |
| Volume |
76,027 |
74,378 |
-1,649 |
-2.2% |
341,753 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7617 |
0.7590 |
0.7496 |
|
| R3 |
0.7571 |
0.7544 |
0.7483 |
|
| R2 |
0.7525 |
0.7525 |
0.7479 |
|
| R1 |
0.7498 |
0.7498 |
0.7475 |
0.7488 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7474 |
| S1 |
0.7452 |
0.7452 |
0.7466 |
0.7442 |
| S2 |
0.7433 |
0.7433 |
0.7462 |
|
| S3 |
0.7387 |
0.7406 |
0.7458 |
|
| S4 |
0.7341 |
0.7360 |
0.7445 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7744 |
0.7528 |
|
| R3 |
0.7706 |
0.7640 |
0.7499 |
|
| R2 |
0.7602 |
0.7602 |
0.7490 |
|
| R1 |
0.7536 |
0.7536 |
0.7480 |
0.7517 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7489 |
| S1 |
0.7432 |
0.7432 |
0.7461 |
0.7413 |
| S2 |
0.7394 |
0.7394 |
0.7451 |
|
| S3 |
0.7290 |
0.7328 |
0.7442 |
|
| S4 |
0.7186 |
0.7224 |
0.7413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7564 |
0.7460 |
0.0104 |
1.4% |
0.0051 |
0.7% |
10% |
False |
True |
68,350 |
| 10 |
0.7564 |
0.7458 |
0.0107 |
1.4% |
0.0045 |
0.6% |
12% |
False |
False |
59,296 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0044 |
0.6% |
14% |
False |
False |
31,136 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0043 |
0.6% |
12% |
False |
False |
15,765 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0041 |
0.5% |
38% |
False |
False |
10,541 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
38% |
False |
False |
7,936 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0035 |
0.5% |
38% |
False |
False |
6,352 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0032 |
0.4% |
24% |
False |
False |
5,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7626 |
|
1.618 |
0.7580 |
|
1.000 |
0.7552 |
|
0.618 |
0.7534 |
|
HIGH |
0.7506 |
|
0.618 |
0.7488 |
|
0.500 |
0.7483 |
|
0.382 |
0.7478 |
|
LOW |
0.7460 |
|
0.618 |
0.7432 |
|
1.000 |
0.7414 |
|
1.618 |
0.7386 |
|
2.618 |
0.7340 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7510 |
| PP |
0.7479 |
0.7497 |
| S1 |
0.7475 |
0.7484 |
|