CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Mar-2019
Day Change Summary
Previous Current
13-Mar-2019 14-Mar-2019 Change Change % Previous Week
Open 0.7490 0.7520 0.0030 0.4% 0.7531
High 0.7525 0.7528 0.0002 0.0% 0.7535
Low 0.7480 0.7493 0.0013 0.2% 0.7427
Close 0.7518 0.7507 -0.0011 -0.1% 0.7457
Range 0.0045 0.0035 -0.0011 -23.3% 0.0108
ATR 0.0045 0.0044 -0.0001 -1.6% 0.0000
Volume 105,483 75,753 -29,730 -28.2% 386,949
Daily Pivots for day following 14-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7613 0.7594 0.7525
R3 0.7578 0.7560 0.7516
R2 0.7544 0.7544 0.7513
R1 0.7525 0.7525 0.7510 0.7517
PP 0.7509 0.7509 0.7509 0.7505
S1 0.7491 0.7491 0.7503 0.7483
S2 0.7475 0.7475 0.7500
S3 0.7440 0.7456 0.7497
S4 0.7406 0.7422 0.7488
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7797 0.7735 0.7516
R3 0.7689 0.7627 0.7487
R2 0.7581 0.7581 0.7477
R1 0.7519 0.7519 0.7467 0.7496
PP 0.7473 0.7473 0.7473 0.7462
S1 0.7411 0.7411 0.7447 0.7388
S2 0.7365 0.7365 0.7437
S3 0.7257 0.7303 0.7427
S4 0.7149 0.7195 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7528 0.7428 0.0100 1.3% 0.0037 0.5% 79% True False 80,961
10 0.7620 0.7427 0.0193 2.6% 0.0044 0.6% 41% False False 81,643
20 0.7630 0.7427 0.0203 2.7% 0.0045 0.6% 39% False False 72,759
40 0.7660 0.7427 0.0233 3.1% 0.0045 0.6% 34% False False 69,368
60 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 54% False False 70,535
80 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 54% False False 56,929
100 0.7725 0.7330 0.0395 5.3% 0.0044 0.6% 45% False False 45,588
120 0.7846 0.7330 0.0516 6.9% 0.0043 0.6% 34% False False 38,002
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7674
2.618 0.7618
1.618 0.7583
1.000 0.7562
0.618 0.7549
HIGH 0.7528
0.618 0.7514
0.500 0.7510
0.382 0.7506
LOW 0.7493
0.618 0.7472
1.000 0.7459
1.618 0.7437
2.618 0.7403
4.250 0.7346
Fisher Pivots for day following 14-Mar-2019
Pivot 1 day 3 day
R1 0.7510 0.7501
PP 0.7509 0.7496
S1 0.7508 0.7491

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

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