CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 16-Jul-2018
Day Change Summary
Previous Current
13-Jul-2018 16-Jul-2018 Change Change % Previous Week
Open 0.7623 0.7639 0.0016 0.2% 0.7676
High 0.7630 0.7639 0.0009 0.1% 0.7676
Low 0.7623 0.7639 0.0016 0.2% 0.7609
Close 0.7630 0.7639 0.0009 0.1% 0.7630
Range 0.0007 0.0000 -0.0007 -100.0% 0.0068
ATR 0.0030 0.0029 -0.0001 -4.9% 0.0000
Volume 1 0 -1 -100.0% 54
Daily Pivots for day following 16-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7639 0.7639 0.7639
R3 0.7639 0.7639 0.7639
R2 0.7639 0.7639 0.7639
R1 0.7639 0.7639 0.7639 0.7639
PP 0.7639 0.7639 0.7639 0.7639
S1 0.7639 0.7639 0.7639 0.7639
S2 0.7639 0.7639 0.7639
S3 0.7639 0.7639 0.7639
S4 0.7639 0.7639 0.7639
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7841 0.7803 0.7667
R3 0.7773 0.7735 0.7648
R2 0.7706 0.7706 0.7642
R1 0.7668 0.7668 0.7636 0.7653
PP 0.7638 0.7638 0.7638 0.7631
S1 0.7600 0.7600 0.7623 0.7585
S2 0.7571 0.7571 0.7617
S3 0.7503 0.7533 0.7611
S4 0.7436 0.7465 0.7592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7655 0.7609 0.0047 0.6% 0.0001 0.0% 66% False False 10
10 0.7676 0.7600 0.0076 1.0% 0.0010 0.1% 51% False False 11
20 0.7676 0.7540 0.0136 1.8% 0.0013 0.2% 73% False False 14
40 0.7891 0.7540 0.0351 4.6% 0.0024 0.3% 28% False False 20
60 0.7948 0.7540 0.0408 5.3% 0.0023 0.3% 24% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7639
2.618 0.7639
1.618 0.7639
1.000 0.7639
0.618 0.7639
HIGH 0.7639
0.618 0.7639
0.500 0.7639
0.382 0.7639
LOW 0.7639
0.618 0.7639
1.000 0.7639
1.618 0.7639
2.618 0.7639
4.250 0.7639
Fisher Pivots for day following 16-Jul-2018
Pivot 1 day 3 day
R1 0.7639 0.7636
PP 0.7639 0.7634
S1 0.7639 0.7631

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

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