CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 0.7743 0.7698 -0.0045 -0.6% 0.7714
High 0.7743 0.7703 -0.0040 -0.5% 0.7785
Low 0.7707 0.7675 -0.0032 -0.4% 0.7703
Close 0.7716 0.7694 -0.0022 -0.3% 0.7764
Range 0.0036 0.0028 -0.0008 -23.3% 0.0082
ATR 0.0034 0.0035 0.0000 1.4% 0.0000
Volume 68 79 11 16.2% 254
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7775 0.7762 0.7709
R3 0.7747 0.7734 0.7702
R2 0.7719 0.7719 0.7699
R1 0.7706 0.7706 0.7697 0.7699
PP 0.7691 0.7691 0.7691 0.7687
S1 0.7678 0.7678 0.7691 0.7671
S2 0.7663 0.7663 0.7689
S3 0.7635 0.7650 0.7686
S4 0.7607 0.7622 0.7679
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7995 0.7961 0.7809
R3 0.7914 0.7880 0.7786
R2 0.7832 0.7832 0.7779
R1 0.7798 0.7798 0.7771 0.7815
PP 0.7751 0.7751 0.7751 0.7759
S1 0.7717 0.7717 0.7757 0.7734
S2 0.7669 0.7669 0.7749
S3 0.7587 0.7635 0.7742
S4 0.7506 0.7553 0.7719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7785 0.7675 0.0110 1.4% 0.0025 0.3% 17% False True 71
10 0.7785 0.7675 0.0110 1.4% 0.0025 0.3% 17% False True 63
20 0.7785 0.7590 0.0195 2.5% 0.0033 0.4% 54% False False 60
40 0.7785 0.7590 0.0195 2.5% 0.0028 0.4% 54% False False 41
60 0.7785 0.7570 0.0215 2.8% 0.0025 0.3% 58% False False 30
80 0.7821 0.7540 0.0281 3.7% 0.0026 0.3% 55% False False 29
100 0.7898 0.7540 0.0358 4.7% 0.0026 0.3% 43% False False 26
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7776
1.618 0.7748
1.000 0.7731
0.618 0.7720
HIGH 0.7703
0.618 0.7692
0.500 0.7689
0.382 0.7686
LOW 0.7675
0.618 0.7658
1.000 0.7647
1.618 0.7630
2.618 0.7602
4.250 0.7556
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 0.7692 0.7714
PP 0.7691 0.7708
S1 0.7689 0.7701

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

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