CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7487 |
0.0012 |
0.2% |
0.7514 |
| High |
0.7495 |
0.7491 |
-0.0004 |
0.0% |
0.7564 |
| Low |
0.7472 |
0.7456 |
-0.0016 |
-0.2% |
0.7460 |
| Close |
0.7489 |
0.7477 |
-0.0013 |
-0.2% |
0.7471 |
| Range |
0.0022 |
0.0035 |
0.0013 |
55.6% |
0.0104 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
58,666 |
76,002 |
17,336 |
29.6% |
341,753 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7563 |
0.7496 |
|
| R3 |
0.7545 |
0.7528 |
0.7486 |
|
| R2 |
0.7510 |
0.7510 |
0.7483 |
|
| R1 |
0.7493 |
0.7493 |
0.7480 |
0.7484 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7470 |
| S1 |
0.7458 |
0.7458 |
0.7473 |
0.7449 |
| S2 |
0.7440 |
0.7440 |
0.7470 |
|
| S3 |
0.7405 |
0.7423 |
0.7467 |
|
| S4 |
0.7370 |
0.7388 |
0.7457 |
|
|
| 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 |
0.7549 |
0.7454 |
0.0096 |
1.3% |
0.0040 |
0.5% |
24% |
False |
False |
69,118 |
| 10 |
0.7564 |
0.7454 |
0.0111 |
1.5% |
0.0042 |
0.6% |
21% |
False |
False |
66,966 |
| 20 |
0.7635 |
0.7443 |
0.0192 |
2.6% |
0.0043 |
0.6% |
17% |
False |
False |
40,722 |
| 40 |
0.7675 |
0.7443 |
0.0232 |
3.1% |
0.0042 |
0.6% |
14% |
False |
False |
20,639 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0041 |
0.5% |
39% |
False |
False |
13,790 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0039 |
0.5% |
39% |
False |
False |
10,374 |
| 100 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
39% |
False |
False |
8,304 |
| 120 |
0.7775 |
0.7347 |
0.0428 |
5.7% |
0.0033 |
0.4% |
30% |
False |
False |
6,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7640 |
|
2.618 |
0.7583 |
|
1.618 |
0.7548 |
|
1.000 |
0.7526 |
|
0.618 |
0.7513 |
|
HIGH |
0.7491 |
|
0.618 |
0.7478 |
|
0.500 |
0.7474 |
|
0.382 |
0.7469 |
|
LOW |
0.7456 |
|
0.618 |
0.7434 |
|
1.000 |
0.7421 |
|
1.618 |
0.7399 |
|
2.618 |
0.7364 |
|
4.250 |
0.7307 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7476 |
| PP |
0.7475 |
0.7475 |
| S1 |
0.7474 |
0.7474 |
|