CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.7835 0.7854 0.0019 0.2% 0.7856
High 0.7848 0.7854 0.0006 0.1% 0.7870
Low 0.7807 0.7854 0.0047 0.6% 0.7793
Close 0.7810 0.7854 0.0044 0.6% 0.7810
Range 0.0041 0.0000 -0.0041 -100.0% 0.0077
ATR 0.0036 0.0037 0.0001 1.5% 0.0000
Volume 14 0 -14 -100.0% 27
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.7854 0.7854 0.7854
R3 0.7854 0.7854 0.7854
R2 0.7854 0.7854 0.7854
R1 0.7854 0.7854 0.7854 0.7854
PP 0.7854 0.7854 0.7854 0.7854
S1 0.7854 0.7854 0.7854 0.7854
S2 0.7854 0.7854 0.7854
S3 0.7854 0.7854 0.7854
S4 0.7854 0.7854 0.7854
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8055 0.8010 0.7852
R3 0.7978 0.7933 0.7831
R2 0.7901 0.7901 0.7824
R1 0.7856 0.7856 0.7817 0.7840
PP 0.7824 0.7824 0.7824 0.7817
S1 0.7779 0.7779 0.7803 0.7763
S2 0.7747 0.7747 0.7796
S3 0.7670 0.7702 0.7789
S4 0.7593 0.7625 0.7768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7869 0.7793 0.0076 1.0% 0.0015 0.2% 81% False False 5
10 0.7898 0.7750 0.0148 1.9% 0.0025 0.3% 70% False False 9
20 0.7898 0.7750 0.0148 1.9% 0.0020 0.3% 70% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7854
2.618 0.7854
1.618 0.7854
1.000 0.7854
0.618 0.7854
HIGH 0.7854
0.618 0.7854
0.500 0.7854
0.382 0.7854
LOW 0.7854
0.618 0.7854
1.000 0.7854
1.618 0.7854
2.618 0.7854
4.250 0.7854
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.7854 0.7849
PP 0.7854 0.7843
S1 0.7854 0.7838

These figures are updated between 7pm and 10pm EST after a trading day.

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