CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7505 |
0.0045 |
0.6% |
0.7465 |
| High |
0.7510 |
0.7535 |
0.0025 |
0.3% |
0.7510 |
| Low |
0.7453 |
0.7492 |
0.0039 |
0.5% |
0.7450 |
| Close |
0.7503 |
0.7529 |
0.0026 |
0.3% |
0.7503 |
| Range |
0.0057 |
0.0043 |
-0.0015 |
-25.4% |
0.0060 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.1% |
0.0000 |
| Volume |
88,893 |
81,982 |
-6,911 |
-7.8% |
360,990 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7630 |
0.7552 |
|
| R3 |
0.7603 |
0.7587 |
0.7540 |
|
| R2 |
0.7561 |
0.7561 |
0.7536 |
|
| R1 |
0.7545 |
0.7545 |
0.7532 |
0.7553 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7522 |
| S1 |
0.7502 |
0.7502 |
0.7525 |
0.7510 |
| S2 |
0.7476 |
0.7476 |
0.7521 |
|
| S3 |
0.7433 |
0.7460 |
0.7517 |
|
| S4 |
0.7391 |
0.7417 |
0.7505 |
|
|
| 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 |
0.7535 |
0.7450 |
0.0085 |
1.1% |
0.0037 |
0.5% |
93% |
True |
False |
76,490 |
| 10 |
0.7564 |
0.7450 |
0.0114 |
1.5% |
0.0043 |
0.6% |
69% |
False |
False |
73,471 |
| 20 |
0.7564 |
0.7443 |
0.0121 |
1.6% |
0.0041 |
0.5% |
71% |
False |
False |
52,810 |
| 40 |
0.7664 |
0.7443 |
0.0221 |
2.9% |
0.0041 |
0.6% |
39% |
False |
False |
26,817 |
| 60 |
0.7675 |
0.7441 |
0.0234 |
3.1% |
0.0040 |
0.5% |
37% |
False |
False |
17,915 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0040 |
0.5% |
55% |
False |
False |
13,471 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0037 |
0.5% |
55% |
False |
False |
10,781 |
| 120 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0034 |
0.4% |
43% |
False |
False |
8,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7646 |
|
1.618 |
0.7603 |
|
1.000 |
0.7577 |
|
0.618 |
0.7561 |
|
HIGH |
0.7535 |
|
0.618 |
0.7518 |
|
0.500 |
0.7513 |
|
0.382 |
0.7508 |
|
LOW |
0.7492 |
|
0.618 |
0.7466 |
|
1.000 |
0.7450 |
|
1.618 |
0.7423 |
|
2.618 |
0.7381 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7523 |
0.7516 |
| PP |
0.7518 |
0.7504 |
| S1 |
0.7513 |
0.7492 |
|