CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7526 |
-0.0023 |
-0.3% |
0.7636 |
| High |
0.7550 |
0.7529 |
-0.0022 |
-0.3% |
0.7646 |
| Low |
0.7517 |
0.7503 |
-0.0014 |
-0.2% |
0.7534 |
| Close |
0.7529 |
0.7511 |
-0.0018 |
-0.2% |
0.7537 |
| Range |
0.0034 |
0.0026 |
-0.0008 |
-23.9% |
0.0112 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
3,649 |
1,848 |
-1,801 |
-49.4% |
5,852 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7576 |
0.7525 |
|
| R3 |
0.7565 |
0.7551 |
0.7518 |
|
| R2 |
0.7540 |
0.7540 |
0.7515 |
|
| R1 |
0.7525 |
0.7525 |
0.7513 |
0.7520 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7511 |
| S1 |
0.7500 |
0.7500 |
0.7508 |
0.7494 |
| S2 |
0.7489 |
0.7489 |
0.7506 |
|
| S3 |
0.7463 |
0.7474 |
0.7503 |
|
| S4 |
0.7438 |
0.7449 |
0.7496 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7835 |
0.7599 |
|
| R3 |
0.7796 |
0.7723 |
0.7568 |
|
| R2 |
0.7684 |
0.7684 |
0.7558 |
|
| R1 |
0.7611 |
0.7611 |
0.7547 |
0.7592 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7563 |
| S1 |
0.7499 |
0.7499 |
0.7527 |
0.7480 |
| S2 |
0.7460 |
0.7460 |
0.7516 |
|
| S3 |
0.7348 |
0.7387 |
0.7506 |
|
| S4 |
0.7236 |
0.7275 |
0.7475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7642 |
0.7503 |
0.0139 |
1.8% |
0.0044 |
0.6% |
5% |
False |
True |
1,858 |
| 10 |
0.7646 |
0.7503 |
0.0143 |
1.9% |
0.0044 |
0.6% |
5% |
False |
True |
1,607 |
| 20 |
0.7654 |
0.7503 |
0.0151 |
2.0% |
0.0042 |
0.6% |
5% |
False |
True |
915 |
| 40 |
0.7675 |
0.7501 |
0.0174 |
2.3% |
0.0039 |
0.5% |
5% |
False |
False |
509 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
50% |
False |
False |
386 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
50% |
False |
False |
297 |
| 100 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0032 |
0.4% |
39% |
False |
False |
241 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0029 |
0.4% |
32% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7595 |
|
1.618 |
0.7570 |
|
1.000 |
0.7554 |
|
0.618 |
0.7544 |
|
HIGH |
0.7529 |
|
0.618 |
0.7519 |
|
0.500 |
0.7516 |
|
0.382 |
0.7513 |
|
LOW |
0.7503 |
|
0.618 |
0.7487 |
|
1.000 |
0.7478 |
|
1.618 |
0.7462 |
|
2.618 |
0.7436 |
|
4.250 |
0.7395 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7516 |
0.7569 |
| PP |
0.7514 |
0.7550 |
| S1 |
0.7512 |
0.7530 |
|