CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 0.7620 0.7640 0.0020 0.3% 0.7565
High 0.7620 0.7642 0.0022 0.3% 0.7640
Low 0.7600 0.7629 0.0029 0.4% 0.7540
Close 0.7608 0.7629 0.0022 0.3% 0.7640
Range 0.0020 0.0013 -0.0007 -37.5% 0.0100
ATR 0.0037 0.0037 0.0000 -0.6% 0.0000
Volume 7 8 1 14.3% 65
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7671 0.7662 0.7636
R3 0.7658 0.7650 0.7632
R2 0.7646 0.7646 0.7631
R1 0.7637 0.7637 0.7630 0.7635
PP 0.7633 0.7633 0.7633 0.7632
S1 0.7625 0.7625 0.7628 0.7623
S2 0.7621 0.7621 0.7627
S3 0.7608 0.7612 0.7626
S4 0.7596 0.7600 0.7622
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7907 0.7873 0.7695
R3 0.7807 0.7773 0.7668
R2 0.7707 0.7707 0.7658
R1 0.7673 0.7673 0.7649 0.7690
PP 0.7607 0.7607 0.7607 0.7615
S1 0.7573 0.7573 0.7631 0.7590
S2 0.7507 0.7507 0.7622
S3 0.7407 0.7473 0.7613
S4 0.7307 0.7373 0.7585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7642 0.7540 0.0102 1.3% 0.0025 0.3% 88% True False 14
10 0.7642 0.7540 0.0102 1.3% 0.0018 0.2% 88% True False 9
20 0.7821 0.7540 0.0281 3.7% 0.0026 0.3% 32% False False 26
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 25% False False 19
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 0.7695
2.618 0.7674
1.618 0.7662
1.000 0.7654
0.618 0.7649
HIGH 0.7642
0.618 0.7637
0.500 0.7635
0.382 0.7634
LOW 0.7629
0.618 0.7621
1.000 0.7617
1.618 0.7609
2.618 0.7596
4.250 0.7576
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 0.7635 0.7625
PP 0.7633 0.7622
S1 0.7631 0.7618

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

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