CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7470 |
0.7460 |
-0.0010 |
-0.1% |
0.7465 |
| High |
0.7480 |
0.7510 |
0.0030 |
0.4% |
0.7510 |
| Low |
0.7450 |
0.7453 |
0.0003 |
0.0% |
0.7450 |
| Close |
0.7456 |
0.7503 |
0.0048 |
0.6% |
0.7503 |
| Range |
0.0030 |
0.0057 |
0.0027 |
86.9% |
0.0060 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.8% |
0.0000 |
| Volume |
76,908 |
88,893 |
11,985 |
15.6% |
360,990 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7660 |
0.7638 |
0.7534 |
|
| R3 |
0.7603 |
0.7581 |
0.7519 |
|
| R2 |
0.7546 |
0.7546 |
0.7513 |
|
| R1 |
0.7524 |
0.7524 |
0.7508 |
0.7535 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7494 |
| S1 |
0.7467 |
0.7467 |
0.7498 |
0.7478 |
| S2 |
0.7432 |
0.7432 |
0.7493 |
|
| S3 |
0.7375 |
0.7410 |
0.7487 |
|
| S4 |
0.7318 |
0.7353 |
0.7472 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7646 |
0.7536 |
|
| R3 |
0.7608 |
0.7586 |
0.7520 |
|
| R2 |
0.7548 |
0.7548 |
0.7514 |
|
| R1 |
0.7525 |
0.7525 |
0.7509 |
0.7537 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7493 |
| S1 |
0.7465 |
0.7465 |
0.7497 |
0.7476 |
| S2 |
0.7427 |
0.7427 |
0.7492 |
|
| S3 |
0.7367 |
0.7405 |
0.7486 |
|
| S4 |
0.7306 |
0.7344 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7510 |
0.7450 |
0.0060 |
0.8% |
0.0034 |
0.5% |
88% |
True |
False |
72,198 |
| 10 |
0.7564 |
0.7450 |
0.0114 |
1.5% |
0.0043 |
0.6% |
47% |
False |
False |
70,274 |
| 20 |
0.7564 |
0.7443 |
0.0121 |
1.6% |
0.0040 |
0.5% |
50% |
False |
False |
48,893 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0042 |
0.6% |
26% |
False |
False |
24,770 |
| 60 |
0.7675 |
0.7350 |
0.0325 |
4.3% |
0.0041 |
0.5% |
47% |
False |
False |
16,551 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
48% |
False |
False |
12,446 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
48% |
False |
False |
9,961 |
| 120 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0033 |
0.4% |
37% |
False |
False |
8,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7659 |
|
1.618 |
0.7602 |
|
1.000 |
0.7567 |
|
0.618 |
0.7545 |
|
HIGH |
0.7510 |
|
0.618 |
0.7488 |
|
0.500 |
0.7482 |
|
0.382 |
0.7475 |
|
LOW |
0.7453 |
|
0.618 |
0.7418 |
|
1.000 |
0.7396 |
|
1.618 |
0.7361 |
|
2.618 |
0.7304 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7496 |
0.7495 |
| PP |
0.7489 |
0.7488 |
| S1 |
0.7482 |
0.7480 |
|