CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7531 |
-0.0064 |
-0.8% |
0.7618 |
| High |
0.7620 |
0.7535 |
-0.0085 |
-1.1% |
0.7630 |
| Low |
0.7517 |
0.7500 |
-0.0017 |
-0.2% |
0.7517 |
| Close |
0.7522 |
0.7513 |
-0.0009 |
-0.1% |
0.7522 |
| Range |
0.0103 |
0.0035 |
-0.0067 |
-65.4% |
0.0113 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
114,616 |
63,627 |
-50,989 |
-44.5% |
357,585 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7603 |
0.7533 |
|
| R3 |
0.7587 |
0.7568 |
0.7523 |
|
| R2 |
0.7551 |
0.7551 |
0.7520 |
|
| R1 |
0.7532 |
0.7532 |
0.7516 |
0.7524 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7512 |
| S1 |
0.7497 |
0.7497 |
0.7510 |
0.7489 |
| S2 |
0.7480 |
0.7480 |
0.7506 |
|
| S3 |
0.7445 |
0.7461 |
0.7503 |
|
| S4 |
0.7409 |
0.7426 |
0.7493 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7821 |
0.7584 |
|
| R3 |
0.7782 |
0.7708 |
0.7553 |
|
| R2 |
0.7669 |
0.7669 |
0.7542 |
|
| R1 |
0.7595 |
0.7595 |
0.7532 |
0.7576 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7546 |
| S1 |
0.7482 |
0.7482 |
0.7511 |
0.7463 |
| S2 |
0.7443 |
0.7443 |
0.7501 |
|
| S3 |
0.7330 |
0.7369 |
0.7490 |
|
| S4 |
0.7217 |
0.7256 |
0.7459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7627 |
0.7500 |
0.0127 |
1.7% |
0.0052 |
0.7% |
11% |
False |
True |
71,728 |
| 10 |
0.7630 |
0.7500 |
0.0130 |
1.7% |
0.0049 |
0.7% |
10% |
False |
True |
69,855 |
| 20 |
0.7650 |
0.7500 |
0.0150 |
2.0% |
0.0047 |
0.6% |
9% |
False |
True |
65,409 |
| 40 |
0.7660 |
0.7425 |
0.0235 |
3.1% |
0.0047 |
0.6% |
38% |
False |
False |
67,821 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0047 |
0.6% |
56% |
False |
False |
64,947 |
| 80 |
0.7671 |
0.7330 |
0.0341 |
4.5% |
0.0046 |
0.6% |
54% |
False |
False |
48,973 |
| 100 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0045 |
0.6% |
42% |
False |
False |
39,214 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
35% |
False |
False |
32,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7628 |
|
1.618 |
0.7592 |
|
1.000 |
0.7570 |
|
0.618 |
0.7557 |
|
HIGH |
0.7535 |
|
0.618 |
0.7521 |
|
0.500 |
0.7517 |
|
0.382 |
0.7513 |
|
LOW |
0.7500 |
|
0.618 |
0.7478 |
|
1.000 |
0.7464 |
|
1.618 |
0.7442 |
|
2.618 |
0.7407 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7517 |
0.7560 |
| PP |
0.7516 |
0.7544 |
| S1 |
0.7514 |
0.7529 |
|