CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7465 |
-0.0034 |
-0.5% |
0.7514 |
| High |
0.7506 |
0.7480 |
-0.0026 |
-0.4% |
0.7564 |
| Low |
0.7460 |
0.7454 |
-0.0007 |
-0.1% |
0.7460 |
| Close |
0.7471 |
0.7472 |
0.0002 |
0.0% |
0.7471 |
| Range |
0.0046 |
0.0026 |
-0.0020 |
-43.5% |
0.0104 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
74,378 |
60,521 |
-13,857 |
-18.6% |
341,753 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7535 |
0.7486 |
|
| R3 |
0.7520 |
0.7509 |
0.7479 |
|
| R2 |
0.7494 |
0.7494 |
0.7477 |
|
| R1 |
0.7483 |
0.7483 |
0.7474 |
0.7489 |
| PP |
0.7468 |
0.7468 |
0.7468 |
0.7471 |
| S1 |
0.7457 |
0.7457 |
0.7470 |
0.7463 |
| S2 |
0.7442 |
0.7442 |
0.7467 |
|
| S3 |
0.7416 |
0.7431 |
0.7465 |
|
| S4 |
0.7390 |
0.7405 |
0.7458 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7744 |
0.7528 |
|
| R3 |
0.7706 |
0.7640 |
0.7499 |
|
| R2 |
0.7602 |
0.7602 |
0.7490 |
|
| R1 |
0.7536 |
0.7536 |
0.7480 |
0.7517 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7489 |
| S1 |
0.7432 |
0.7432 |
0.7461 |
0.7413 |
| S2 |
0.7394 |
0.7394 |
0.7451 |
|
| S3 |
0.7290 |
0.7328 |
0.7442 |
|
| S4 |
0.7186 |
0.7224 |
0.7413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7564 |
0.7454 |
0.0111 |
1.5% |
0.0049 |
0.7% |
17% |
False |
True |
70,451 |
| 10 |
0.7564 |
0.7454 |
0.0111 |
1.5% |
0.0045 |
0.6% |
17% |
False |
True |
63,838 |
| 20 |
0.7642 |
0.7443 |
0.0199 |
2.7% |
0.0043 |
0.6% |
15% |
False |
False |
34,092 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0042 |
0.6% |
13% |
False |
False |
17,275 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0041 |
0.5% |
38% |
False |
False |
11,547 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
38% |
False |
False |
8,692 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0035 |
0.5% |
38% |
False |
False |
6,957 |
| 120 |
0.7841 |
0.7347 |
0.0494 |
6.6% |
0.0033 |
0.4% |
25% |
False |
False |
5,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7590 |
|
2.618 |
0.7548 |
|
1.618 |
0.7522 |
|
1.000 |
0.7506 |
|
0.618 |
0.7496 |
|
HIGH |
0.7480 |
|
0.618 |
0.7470 |
|
0.500 |
0.7467 |
|
0.382 |
0.7463 |
|
LOW |
0.7454 |
|
0.618 |
0.7437 |
|
1.000 |
0.7427 |
|
1.618 |
0.7411 |
|
2.618 |
0.7385 |
|
4.250 |
0.7343 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7501 |
| PP |
0.7468 |
0.7492 |
| S1 |
0.7467 |
0.7482 |
|