CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7505 |
0.7535 |
0.0030 |
0.4% |
0.7548 |
| High |
0.7541 |
0.7543 |
0.0002 |
0.0% |
0.7550 |
| Low |
0.7496 |
0.7509 |
0.0013 |
0.2% |
0.7443 |
| Close |
0.7534 |
0.7523 |
-0.0011 |
-0.1% |
0.7473 |
| Range |
0.0045 |
0.0035 |
-0.0011 |
-23.3% |
0.0107 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
68,993 |
54,683 |
-14,310 |
-20.7% |
23,915 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7610 |
0.7541 |
|
| R3 |
0.7594 |
0.7575 |
0.7532 |
|
| R2 |
0.7559 |
0.7559 |
0.7529 |
|
| R1 |
0.7541 |
0.7541 |
0.7526 |
0.7533 |
| PP |
0.7525 |
0.7525 |
0.7525 |
0.7521 |
| S1 |
0.7506 |
0.7506 |
0.7519 |
0.7498 |
| S2 |
0.7490 |
0.7490 |
0.7516 |
|
| S3 |
0.7456 |
0.7472 |
0.7513 |
|
| S4 |
0.7421 |
0.7437 |
0.7504 |
|
|
| 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 |
0.7543 |
0.7443 |
0.0100 |
1.3% |
0.0037 |
0.5% |
80% |
True |
False |
35,952 |
| 10 |
0.7635 |
0.7443 |
0.0192 |
2.6% |
0.0043 |
0.6% |
41% |
False |
False |
19,867 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0042 |
0.6% |
39% |
False |
False |
10,411 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0040 |
0.5% |
34% |
False |
False |
5,287 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
54% |
False |
False |
3,556 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0037 |
0.5% |
54% |
False |
False |
2,691 |
| 100 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0033 |
0.4% |
46% |
False |
False |
2,156 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0031 |
0.4% |
34% |
False |
False |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7690 |
|
2.618 |
0.7633 |
|
1.618 |
0.7599 |
|
1.000 |
0.7578 |
|
0.618 |
0.7564 |
|
HIGH |
0.7543 |
|
0.618 |
0.7530 |
|
0.500 |
0.7526 |
|
0.382 |
0.7522 |
|
LOW |
0.7509 |
|
0.618 |
0.7487 |
|
1.000 |
0.7474 |
|
1.618 |
0.7453 |
|
2.618 |
0.7418 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7517 |
| PP |
0.7525 |
0.7512 |
| S1 |
0.7524 |
0.7507 |
|