CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7465 |
0.7475 |
0.0010 |
0.1% |
0.7514 |
| High |
0.7480 |
0.7495 |
0.0015 |
0.2% |
0.7564 |
| Low |
0.7454 |
0.7472 |
0.0019 |
0.2% |
0.7460 |
| Close |
0.7472 |
0.7489 |
0.0017 |
0.2% |
0.7471 |
| Range |
0.0026 |
0.0022 |
-0.0004 |
-13.5% |
0.0104 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
60,521 |
58,666 |
-1,855 |
-3.1% |
341,753 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7543 |
0.7501 |
|
| R3 |
0.7530 |
0.7521 |
0.7495 |
|
| R2 |
0.7508 |
0.7508 |
0.7493 |
|
| R1 |
0.7498 |
0.7498 |
0.7491 |
0.7503 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7488 |
| S1 |
0.7476 |
0.7476 |
0.7487 |
0.7481 |
| S2 |
0.7463 |
0.7463 |
0.7485 |
|
| S3 |
0.7440 |
0.7453 |
0.7483 |
|
| S4 |
0.7418 |
0.7431 |
0.7477 |
|
|
| 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 |
0.7560 |
0.7454 |
0.0107 |
1.4% |
0.0043 |
0.6% |
33% |
False |
False |
67,718 |
| 10 |
0.7564 |
0.7454 |
0.0111 |
1.5% |
0.0043 |
0.6% |
32% |
False |
False |
66,265 |
| 20 |
0.7642 |
0.7443 |
0.0199 |
2.7% |
0.0042 |
0.6% |
23% |
False |
False |
36,993 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0041 |
0.6% |
20% |
False |
False |
18,739 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0041 |
0.5% |
43% |
False |
False |
12,524 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
43% |
False |
False |
9,424 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
43% |
False |
False |
7,544 |
| 120 |
0.7841 |
0.7347 |
0.0494 |
6.6% |
0.0033 |
0.4% |
29% |
False |
False |
6,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7590 |
|
2.618 |
0.7553 |
|
1.618 |
0.7531 |
|
1.000 |
0.7517 |
|
0.618 |
0.7508 |
|
HIGH |
0.7495 |
|
0.618 |
0.7486 |
|
0.500 |
0.7483 |
|
0.382 |
0.7481 |
|
LOW |
0.7472 |
|
0.618 |
0.7458 |
|
1.000 |
0.7450 |
|
1.618 |
0.7436 |
|
2.618 |
0.7413 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7486 |
| PP |
0.7485 |
0.7483 |
| S1 |
0.7483 |
0.7480 |
|