CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7604 |
0.0014 |
0.2% |
0.7552 |
| High |
0.7626 |
0.7617 |
-0.0009 |
-0.1% |
0.7597 |
| Low |
0.7590 |
0.7580 |
-0.0010 |
-0.1% |
0.7517 |
| Close |
0.7624 |
0.7583 |
-0.0041 |
-0.5% |
0.7568 |
| Range |
0.0036 |
0.0037 |
0.0001 |
2.8% |
0.0080 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.5% |
0.0000 |
| Volume |
4,451 |
110 |
-4,341 |
-97.5% |
873 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7704 |
0.7680 |
0.7603 |
|
| R3 |
0.7667 |
0.7643 |
0.7593 |
|
| R2 |
0.7630 |
0.7630 |
0.7589 |
|
| R1 |
0.7606 |
0.7606 |
0.7586 |
0.7600 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7590 |
| S1 |
0.7569 |
0.7569 |
0.7579 |
0.7563 |
| S2 |
0.7556 |
0.7556 |
0.7576 |
|
| S3 |
0.7519 |
0.7532 |
0.7572 |
|
| S4 |
0.7482 |
0.7495 |
0.7562 |
|
|
| 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% |
0.0041 |
0.5% |
60% |
False |
False |
1,023 |
| 10 |
0.7626 |
0.7517 |
0.0109 |
1.4% |
0.0040 |
0.5% |
60% |
False |
False |
629 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0040 |
0.5% |
46% |
False |
False |
390 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
72% |
False |
False |
241 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
72% |
False |
False |
200 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0033 |
0.4% |
72% |
False |
False |
155 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0030 |
0.4% |
46% |
False |
False |
127 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0028 |
0.4% |
46% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7774 |
|
2.618 |
0.7714 |
|
1.618 |
0.7677 |
|
1.000 |
0.7654 |
|
0.618 |
0.7640 |
|
HIGH |
0.7617 |
|
0.618 |
0.7603 |
|
0.500 |
0.7599 |
|
0.382 |
0.7594 |
|
LOW |
0.7580 |
|
0.618 |
0.7557 |
|
1.000 |
0.7543 |
|
1.618 |
0.7520 |
|
2.618 |
0.7483 |
|
4.250 |
0.7423 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7590 |
| PP |
0.7593 |
0.7587 |
| S1 |
0.7588 |
0.7585 |
|