CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7590 |
0.0017 |
0.2% |
0.7552 |
| High |
0.7593 |
0.7626 |
0.0033 |
0.4% |
0.7597 |
| Low |
0.7554 |
0.7590 |
0.0037 |
0.5% |
0.7517 |
| Close |
0.7590 |
0.7624 |
0.0033 |
0.4% |
0.7568 |
| Range |
0.0040 |
0.0036 |
-0.0004 |
-8.9% |
0.0080 |
| ATR |
0.0041 |
0.0040 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
295 |
4,451 |
4,156 |
1,408.8% |
873 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7708 |
0.7643 |
|
| R3 |
0.7685 |
0.7672 |
0.7633 |
|
| R2 |
0.7649 |
0.7649 |
0.7630 |
|
| R1 |
0.7636 |
0.7636 |
0.7627 |
0.7643 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7616 |
| S1 |
0.7600 |
0.7600 |
0.7620 |
0.7607 |
| S2 |
0.7577 |
0.7577 |
0.7617 |
|
| S3 |
0.7541 |
0.7564 |
0.7614 |
|
| S4 |
0.7505 |
0.7528 |
0.7604 |
|
|
| 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 |
0.7626 |
0.7517 |
0.0109 |
1.4% |
0.0040 |
0.5% |
98% |
True |
False |
1,067 |
| 10 |
0.7640 |
0.7517 |
0.0123 |
1.6% |
0.0041 |
0.5% |
87% |
False |
False |
649 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.2% |
0.0040 |
0.5% |
70% |
False |
False |
390 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
84% |
False |
False |
242 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
84% |
False |
False |
200 |
| 80 |
0.7697 |
0.7347 |
0.0350 |
4.6% |
0.0033 |
0.4% |
79% |
False |
False |
153 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0029 |
0.4% |
54% |
False |
False |
126 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0027 |
0.4% |
54% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7779 |
|
2.618 |
0.7720 |
|
1.618 |
0.7684 |
|
1.000 |
0.7662 |
|
0.618 |
0.7648 |
|
HIGH |
0.7626 |
|
0.618 |
0.7612 |
|
0.500 |
0.7608 |
|
0.382 |
0.7604 |
|
LOW |
0.7590 |
|
0.618 |
0.7568 |
|
1.000 |
0.7554 |
|
1.618 |
0.7532 |
|
2.618 |
0.7496 |
|
4.250 |
0.7437 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7610 |
| PP |
0.7613 |
0.7596 |
| S1 |
0.7608 |
0.7582 |
|