CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 0.7816 0.7810 -0.0006 -0.1% 0.7842
High 0.7816 0.7810 -0.0006 -0.1% 0.7853
Low 0.7816 0.7750 -0.0066 -0.8% 0.7800
Close 0.7816 0.7765 -0.0052 -0.7% 0.7827
Range 0.0000 0.0060 0.0060 0.0053
ATR 0.0029 0.0032 0.0003 9.2% 0.0000
Volume 0 18 18 30
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 0.7955 0.7920 0.7798
R3 0.7895 0.7860 0.7781
R2 0.7835 0.7835 0.7776
R1 0.7800 0.7800 0.7770 0.7787
PP 0.7775 0.7775 0.7775 0.7769
S1 0.7740 0.7740 0.7759 0.7727
S2 0.7715 0.7715 0.7754
S3 0.7655 0.7680 0.7748
S4 0.7595 0.7620 0.7732
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7986 0.7959 0.7856
R3 0.7933 0.7906 0.7841
R2 0.7880 0.7880 0.7836
R1 0.7853 0.7853 0.7831 0.7840
PP 0.7827 0.7827 0.7827 0.7820
S1 0.7800 0.7800 0.7822 0.7787
S2 0.7774 0.7774 0.7817
S3 0.7721 0.7747 0.7812
S4 0.7668 0.7694 0.7797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7851 0.7750 0.0101 1.3% 0.0030 0.4% 14% False True 7
10 0.7853 0.7750 0.0103 1.3% 0.0022 0.3% 14% 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 0.0003
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.7967
1.618 0.7907
1.000 0.7870
0.618 0.7847
HIGH 0.7810
0.618 0.7787
0.500 0.7780
0.382 0.7773
LOW 0.7750
0.618 0.7713
1.000 0.7690
1.618 0.7653
2.618 0.7593
4.250 0.7495
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 0.7780 0.7792
PP 0.7775 0.7783
S1 0.7770 0.7774

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

View Archives - Comment on this page... - Back to Index of Symbols