CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7534 |
0.0013 |
0.2% |
0.7468 |
| High |
0.7560 |
0.7549 |
-0.0011 |
-0.1% |
0.7543 |
| Low |
0.7509 |
0.7479 |
-0.0030 |
-0.4% |
0.7458 |
| Close |
0.7552 |
0.7492 |
-0.0060 |
-0.8% |
0.7509 |
| Range |
0.0051 |
0.0070 |
0.0019 |
37.3% |
0.0086 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.9% |
0.0000 |
| Volume |
68,999 |
76,027 |
7,028 |
10.2% |
251,212 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7674 |
0.7530 |
|
| R3 |
0.7646 |
0.7604 |
0.7511 |
|
| R2 |
0.7576 |
0.7576 |
0.7504 |
|
| R1 |
0.7534 |
0.7534 |
0.7498 |
0.7520 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7500 |
| S1 |
0.7464 |
0.7464 |
0.7485 |
0.7450 |
| S2 |
0.7437 |
0.7437 |
0.7479 |
|
| S3 |
0.7367 |
0.7394 |
0.7472 |
|
| S4 |
0.7297 |
0.7324 |
0.7453 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7720 |
0.7556 |
|
| R3 |
0.7674 |
0.7634 |
0.7533 |
|
| R2 |
0.7589 |
0.7589 |
0.7525 |
|
| R1 |
0.7549 |
0.7549 |
0.7517 |
0.7569 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7513 |
| S1 |
0.7463 |
0.7463 |
0.7501 |
0.7483 |
| S2 |
0.7418 |
0.7418 |
0.7493 |
|
| S3 |
0.7332 |
0.7378 |
0.7485 |
|
| S4 |
0.7247 |
0.7292 |
0.7462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7564 |
0.7479 |
0.0085 |
1.1% |
0.0051 |
0.7% |
15% |
False |
True |
69,083 |
| 10 |
0.7564 |
0.7443 |
0.0121 |
1.6% |
0.0044 |
0.6% |
40% |
False |
False |
52,517 |
| 20 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0045 |
0.6% |
24% |
False |
False |
27,426 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0042 |
0.6% |
21% |
False |
False |
13,908 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0040 |
0.5% |
44% |
False |
False |
9,302 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0038 |
0.5% |
44% |
False |
False |
7,006 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0035 |
0.5% |
44% |
False |
False |
5,609 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0032 |
0.4% |
28% |
False |
False |
4,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7846 |
|
2.618 |
0.7732 |
|
1.618 |
0.7662 |
|
1.000 |
0.7619 |
|
0.618 |
0.7592 |
|
HIGH |
0.7549 |
|
0.618 |
0.7522 |
|
0.500 |
0.7514 |
|
0.382 |
0.7506 |
|
LOW |
0.7479 |
|
0.618 |
0.7436 |
|
1.000 |
0.7409 |
|
1.618 |
0.7366 |
|
2.618 |
0.7296 |
|
4.250 |
0.7182 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7522 |
| PP |
0.7507 |
0.7512 |
| S1 |
0.7499 |
0.7502 |
|