CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7574 |
0.0036 |
0.5% |
0.7552 |
| High |
0.7570 |
0.7593 |
0.0023 |
0.3% |
0.7597 |
| Low |
0.7537 |
0.7554 |
0.0016 |
0.2% |
0.7517 |
| Close |
0.7568 |
0.7590 |
0.0022 |
0.3% |
0.7568 |
| Range |
0.0033 |
0.0040 |
0.0007 |
19.7% |
0.0080 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
125 |
295 |
170 |
136.0% |
873 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7683 |
0.7612 |
|
| R3 |
0.7658 |
0.7644 |
0.7601 |
|
| R2 |
0.7618 |
0.7618 |
0.7597 |
|
| R1 |
0.7604 |
0.7604 |
0.7594 |
0.7611 |
| PP |
0.7579 |
0.7579 |
0.7579 |
0.7582 |
| S1 |
0.7565 |
0.7565 |
0.7586 |
0.7572 |
| S2 |
0.7539 |
0.7539 |
0.7583 |
|
| S3 |
0.7500 |
0.7525 |
0.7579 |
|
| S4 |
0.7460 |
0.7486 |
0.7568 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7764 |
0.7612 |
|
| R3 |
0.7721 |
0.7684 |
0.7590 |
|
| R2 |
0.7641 |
0.7641 |
0.7583 |
|
| R1 |
0.7604 |
0.7604 |
0.7575 |
0.7623 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7570 |
| S1 |
0.7524 |
0.7524 |
0.7561 |
0.7543 |
| S2 |
0.7481 |
0.7481 |
0.7553 |
|
| S3 |
0.7401 |
0.7444 |
0.7546 |
|
| S4 |
0.7321 |
0.7364 |
0.7524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7517 |
0.0080 |
1.1% |
0.0041 |
0.5% |
91% |
False |
False |
197 |
| 10 |
0.7654 |
0.7517 |
0.0137 |
1.8% |
0.0040 |
0.5% |
53% |
False |
False |
222 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0040 |
0.5% |
50% |
False |
False |
181 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
74% |
False |
False |
135 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
74% |
False |
False |
126 |
| 80 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0033 |
0.4% |
64% |
False |
False |
98 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0029 |
0.4% |
48% |
False |
False |
81 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0027 |
0.4% |
48% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7761 |
|
2.618 |
0.7696 |
|
1.618 |
0.7657 |
|
1.000 |
0.7633 |
|
0.618 |
0.7617 |
|
HIGH |
0.7593 |
|
0.618 |
0.7578 |
|
0.500 |
0.7573 |
|
0.382 |
0.7569 |
|
LOW |
0.7554 |
|
0.618 |
0.7529 |
|
1.000 |
0.7514 |
|
1.618 |
0.7490 |
|
2.618 |
0.7450 |
|
4.250 |
0.7386 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7578 |
| PP |
0.7579 |
0.7567 |
| S1 |
0.7573 |
0.7555 |
|