CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7470 |
-0.0017 |
-0.2% |
0.7514 |
| High |
0.7491 |
0.7480 |
-0.0011 |
-0.1% |
0.7564 |
| Low |
0.7456 |
0.7450 |
-0.0006 |
-0.1% |
0.7460 |
| Close |
0.7477 |
0.7456 |
-0.0021 |
-0.3% |
0.7471 |
| Range |
0.0035 |
0.0030 |
-0.0005 |
-12.9% |
0.0104 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
76,002 |
76,908 |
906 |
1.2% |
341,753 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7535 |
0.7472 |
|
| R3 |
0.7523 |
0.7504 |
0.7464 |
|
| R2 |
0.7492 |
0.7492 |
0.7461 |
|
| R1 |
0.7474 |
0.7474 |
0.7458 |
0.7468 |
| PP |
0.7462 |
0.7462 |
0.7462 |
0.7459 |
| S1 |
0.7443 |
0.7443 |
0.7453 |
0.7437 |
| S2 |
0.7431 |
0.7431 |
0.7450 |
|
| S3 |
0.7401 |
0.7413 |
0.7447 |
|
| S4 |
0.7370 |
0.7382 |
0.7439 |
|
|
| 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 |
0.7506 |
0.7450 |
0.0056 |
0.8% |
0.0032 |
0.4% |
11% |
False |
True |
69,295 |
| 10 |
0.7564 |
0.7450 |
0.0114 |
1.5% |
0.0042 |
0.6% |
5% |
False |
True |
69,189 |
| 20 |
0.7635 |
0.7443 |
0.0192 |
2.6% |
0.0042 |
0.6% |
7% |
False |
False |
44,528 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0041 |
0.5% |
5% |
False |
False |
22,557 |
| 60 |
0.7675 |
0.7350 |
0.0325 |
4.4% |
0.0041 |
0.5% |
32% |
False |
False |
15,070 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
33% |
False |
False |
11,335 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
33% |
False |
False |
9,073 |
| 120 |
0.7772 |
0.7347 |
0.0425 |
5.7% |
0.0033 |
0.4% |
26% |
False |
False |
7,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7610 |
|
2.618 |
0.7560 |
|
1.618 |
0.7529 |
|
1.000 |
0.7510 |
|
0.618 |
0.7499 |
|
HIGH |
0.7480 |
|
0.618 |
0.7468 |
|
0.500 |
0.7465 |
|
0.382 |
0.7461 |
|
LOW |
0.7450 |
|
0.618 |
0.7431 |
|
1.000 |
0.7419 |
|
1.618 |
0.7400 |
|
2.618 |
0.7370 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7465 |
0.7472 |
| PP |
0.7462 |
0.7467 |
| S1 |
0.7459 |
0.7461 |
|