CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7459 |
0.7453 |
-0.0006 |
-0.1% |
0.7548 |
| High |
0.7472 |
0.7485 |
0.0012 |
0.2% |
0.7550 |
| Low |
0.7443 |
0.7443 |
0.0000 |
0.0% |
0.7443 |
| Close |
0.7448 |
0.7473 |
0.0025 |
0.3% |
0.7473 |
| Range |
0.0029 |
0.0042 |
0.0012 |
43.1% |
0.0107 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
8,539 |
6,591 |
-1,948 |
-22.8% |
23,915 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7573 |
0.7495 |
|
| R3 |
0.7550 |
0.7532 |
0.7484 |
|
| R2 |
0.7508 |
0.7508 |
0.7480 |
|
| R1 |
0.7490 |
0.7490 |
0.7476 |
0.7499 |
| PP |
0.7467 |
0.7467 |
0.7467 |
0.7471 |
| S1 |
0.7449 |
0.7449 |
0.7469 |
0.7458 |
| S2 |
0.7425 |
0.7425 |
0.7465 |
|
| S3 |
0.7384 |
0.7407 |
0.7461 |
|
| S4 |
0.7342 |
0.7366 |
0.7450 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7748 |
0.7531 |
|
| R3 |
0.7703 |
0.7641 |
0.7502 |
|
| R2 |
0.7596 |
0.7596 |
0.7492 |
|
| R1 |
0.7534 |
0.7534 |
0.7482 |
0.7511 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7477 |
| S1 |
0.7427 |
0.7427 |
0.7463 |
0.7404 |
| S2 |
0.7381 |
0.7381 |
0.7453 |
|
| S3 |
0.7274 |
0.7320 |
0.7443 |
|
| S4 |
0.7167 |
0.7213 |
0.7414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7550 |
0.7443 |
0.0107 |
1.4% |
0.0037 |
0.5% |
28% |
False |
True |
4,783 |
| 10 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0044 |
0.6% |
15% |
False |
True |
2,976 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0043 |
0.6% |
15% |
False |
True |
1,802 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0039 |
0.5% |
13% |
False |
True |
963 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
38% |
False |
False |
683 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0037 |
0.5% |
38% |
False |
False |
527 |
| 100 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0033 |
0.4% |
30% |
False |
False |
425 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0029 |
0.4% |
25% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7661 |
|
2.618 |
0.7593 |
|
1.618 |
0.7552 |
|
1.000 |
0.7526 |
|
0.618 |
0.7510 |
|
HIGH |
0.7485 |
|
0.618 |
0.7469 |
|
0.500 |
0.7464 |
|
0.382 |
0.7459 |
|
LOW |
0.7443 |
|
0.618 |
0.7417 |
|
1.000 |
0.7402 |
|
1.618 |
0.7376 |
|
2.618 |
0.7334 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7474 |
| PP |
0.7467 |
0.7474 |
| S1 |
0.7464 |
0.7473 |
|