CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.7898 0.7856 -0.0043 -0.5% 0.7816
High 0.7898 0.7870 -0.0028 -0.4% 0.7898
Low 0.7864 0.7856 -0.0008 -0.1% 0.7750
Close 0.7864 0.7856 -0.0008 -0.1% 0.7864
Range 0.0035 0.0015 -0.0020 -58.0% 0.0148
ATR 0.0036 0.0034 -0.0002 -4.2% 0.0000
Volume 42 2 -40 -95.2% 66
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.7904 0.7894 0.7863
R3 0.7889 0.7880 0.7859
R2 0.7875 0.7875 0.7858
R1 0.7865 0.7865 0.7857 0.7863
PP 0.7860 0.7860 0.7860 0.7859
S1 0.7851 0.7851 0.7854 0.7848
S2 0.7846 0.7846 0.7853
S3 0.7831 0.7836 0.7852
S4 0.7817 0.7822 0.7848
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% 0.0034 0.4% 71% False False 13
10 0.7898 0.7750 0.0148 1.9% 0.0029 0.4% 71% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7932
2.618 0.7908
1.618 0.7893
1.000 0.7885
0.618 0.7879
HIGH 0.7870
0.618 0.7864
0.500 0.7863
0.382 0.7861
LOW 0.7856
0.618 0.7847
1.000 0.7841
1.618 0.7832
2.618 0.7818
4.250 0.7794
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.7863 0.7877
PP 0.7860 0.7870
S1 0.7858 0.7863

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

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