CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 0.7793 0.7866 0.0073 0.9% 0.7816
High 0.7815 0.7866 0.0052 0.7% 0.7898
Low 0.7793 0.7865 0.0072 0.9% 0.7750
Close 0.7815 0.7865 0.0050 0.6% 0.7864
Range 0.0022 0.0002 -0.0020 -93.0% 0.0148
ATR 0.0036 0.0037 0.0001 3.1% 0.0000
Volume 1 9 8 800.0% 66
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 0.7870 0.7869 0.7865
R3 0.7868 0.7867 0.7865
R2 0.7867 0.7867 0.7865
R1 0.7866 0.7866 0.7865 0.7865
PP 0.7865 0.7865 0.7865 0.7865
S1 0.7864 0.7864 0.7864 0.7864
S2 0.7864 0.7864 0.7864
S3 0.7862 0.7863 0.7864
S4 0.7861 0.7861 0.7864
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 0.7793 0.0105 1.3% 0.0018 0.2% 68% False False 11
10 0.7898 0.7750 0.0148 1.9% 0.0026 0.3% 77% False False 9
20 0.7979 0.7750 0.0229 2.9% 0.0023 0.3% 50% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7870
1.618 0.7868
1.000 0.7868
0.618 0.7867
HIGH 0.7866
0.618 0.7865
0.500 0.7865
0.382 0.7865
LOW 0.7865
0.618 0.7864
1.000 0.7863
1.618 0.7862
2.618 0.7861
4.250 0.7858
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 0.7865 0.7854
PP 0.7865 0.7843
S1 0.7865 0.7832

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

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