CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 0.7842 0.7832 -0.0010 -0.1% 0.7850
High 0.7853 0.7832 -0.0021 -0.3% 0.7850
Low 0.7835 0.7800 -0.0035 -0.4% 0.7815
Close 0.7837 0.7832 -0.0005 -0.1% 0.7843
Range 0.0018 0.0032 0.0014 77.8% 0.0036
ATR
Volume 2 8 6 300.0% 5
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 0.7917 0.7907 0.7850
R3 0.7885 0.7875 0.7841
R2 0.7853 0.7853 0.7838
R1 0.7843 0.7843 0.7835 0.7848
PP 0.7821 0.7821 0.7821 0.7824
S1 0.7811 0.7811 0.7829 0.7816
S2 0.7789 0.7789 0.7826
S3 0.7757 0.7779 0.7823
S4 0.7725 0.7747 0.7814
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7942 0.7928 0.7862
R3 0.7907 0.7892 0.7852
R2 0.7871 0.7871 0.7849
R1 0.7857 0.7857 0.7846 0.7846
PP 0.7836 0.7836 0.7836 0.7830
S1 0.7821 0.7821 0.7839 0.7811
S2 0.7800 0.7800 0.7836
S3 0.7765 0.7786 0.7833
S4 0.7729 0.7750 0.7823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7800 0.0053 0.7% 0.0014 0.2% 60% False True 2
10 0.7979 0.7800 0.0179 2.3% 0.0018 0.2% 18% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7968
2.618 0.7916
1.618 0.7884
1.000 0.7864
0.618 0.7852
HIGH 0.7832
0.618 0.7820
0.500 0.7816
0.382 0.7812
LOW 0.7800
0.618 0.7780
1.000 0.7768
1.618 0.7748
2.618 0.7716
4.250 0.7664
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 0.7827 0.7830
PP 0.7821 0.7828
S1 0.7816 0.7827

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

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