CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 0.7810 0.7793 -0.0017 -0.2% 0.7842
High 0.7810 0.7836 0.0026 0.3% 0.7853
Low 0.7750 0.7793 0.0043 0.6% 0.7800
Close 0.7765 0.7833 0.0068 0.9% 0.7827
Range 0.0060 0.0043 -0.0017 -28.3% 0.0053
ATR 0.0032 0.0034 0.0003 9.1% 0.0000
Volume 18 4 -14 -77.8% 30
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 0.7950 0.7934 0.7856
R3 0.7907 0.7891 0.7844
R2 0.7864 0.7864 0.7840
R1 0.7848 0.7848 0.7836 0.7856
PP 0.7821 0.7821 0.7821 0.7824
S1 0.7805 0.7805 0.7829 0.7813
S2 0.7778 0.7778 0.7825
S3 0.7735 0.7762 0.7821
S4 0.7692 0.7719 0.7809
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 0.7836 0.7750 0.0086 1.1% 0.0033 0.4% 96% True False 7
10 0.7853 0.7750 0.0103 1.3% 0.0024 0.3% 80% False False 5
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7949
1.618 0.7906
1.000 0.7879
0.618 0.7863
HIGH 0.7836
0.618 0.7820
0.500 0.7815
0.382 0.7809
LOW 0.7793
0.618 0.7766
1.000 0.7750
1.618 0.7723
2.618 0.7680
4.250 0.7610
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 0.7827 0.7819
PP 0.7821 0.7806
S1 0.7815 0.7793

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

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