CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.7865 0.7898 0.0033 0.4% 0.7816
High 0.7884 0.7898 0.0014 0.2% 0.7898
Low 0.7865 0.7864 -0.0002 0.0% 0.7750
Close 0.7884 0.7864 -0.0021 -0.3% 0.7864
Range 0.0019 0.0035 0.0015 81.6% 0.0148
ATR 0.0036 0.0036 0.0000 -0.2% 0.0000
Volume 2 42 40 2,000.0% 66
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7979 0.7956 0.7882
R3 0.7944 0.7921 0.7873
R2 0.7910 0.7910 0.7870
R1 0.7887 0.7887 0.7867 0.7881
PP 0.7875 0.7875 0.7875 0.7872
S1 0.7852 0.7852 0.7860 0.7846
S2 0.7841 0.7841 0.7857
S3 0.7806 0.7818 0.7854
S4 0.7772 0.7783 0.7845
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8281 0.8220 0.7945
R3 0.8133 0.8072 0.7904
R2 0.7985 0.7985 0.7891
R1 0.7924 0.7924 0.7877 0.7955
PP 0.7837 0.7837 0.7837 0.7852
S1 0.7776 0.7776 0.7850 0.7807
S2 0.7689 0.7689 0.7836
S3 0.7541 0.7628 0.7823
S4 0.7393 0.7480 0.7782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7750 0.0148 1.9% 0.0031 0.4% 77% True False 13
10 0.7898 0.7750 0.0148 1.9% 0.0029 0.4% 77% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7988
1.618 0.7954
1.000 0.7933
0.618 0.7919
HIGH 0.7898
0.618 0.7885
0.500 0.7881
0.382 0.7877
LOW 0.7864
0.618 0.7842
1.000 0.7829
1.618 0.7808
2.618 0.7773
4.250 0.7717
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.7881 0.7858
PP 0.7875 0.7852
S1 0.7869 0.7846

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

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