CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 0.7844 0.7794 -0.0050 -0.6% 0.7856
High 0.7844 0.7805 -0.0039 -0.5% 0.7870
Low 0.7805 0.7794 -0.0011 -0.1% 0.7793
Close 0.7834 0.7805 -0.0029 -0.4% 0.7810
Range 0.0040 0.0012 -0.0028 -70.9% 0.0077
ATR 0.0038 0.0038 0.0000 0.5% 0.0000
Volume 6 14 8 133.3% 27
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 0.7836 0.7832 0.7811
R3 0.7824 0.7820 0.7808
R2 0.7813 0.7813 0.7807
R1 0.7809 0.7809 0.7806 0.7811
PP 0.7801 0.7801 0.7801 0.7802
S1 0.7797 0.7797 0.7804 0.7799
S2 0.7790 0.7790 0.7803
S3 0.7778 0.7786 0.7802
S4 0.7767 0.7774 0.7799
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8055 0.8010 0.7852
R3 0.7978 0.7933 0.7831
R2 0.7901 0.7901 0.7824
R1 0.7856 0.7856 0.7817 0.7840
PP 0.7824 0.7824 0.7824 0.7817
S1 0.7779 0.7779 0.7803 0.7763
S2 0.7747 0.7747 0.7796
S3 0.7670 0.7702 0.7789
S4 0.7593 0.7625 0.7768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7891 0.7794 0.0098 1.2% 0.0026 0.3% 12% False True 7
10 0.7898 0.7793 0.0105 1.3% 0.0021 0.3% 11% False False 9
20 0.7898 0.7750 0.0148 1.9% 0.0024 0.3% 37% False False 7
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7854
2.618 0.7835
1.618 0.7824
1.000 0.7817
0.618 0.7812
HIGH 0.7805
0.618 0.7801
0.500 0.7799
0.382 0.7798
LOW 0.7794
0.618 0.7786
1.000 0.7782
1.618 0.7775
2.618 0.7763
4.250 0.7745
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 0.7803 0.7842
PP 0.7801 0.7830
S1 0.7799 0.7817

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

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