CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 0.7643 0.7676 0.0034 0.4% 0.7620
High 0.7665 0.7676 0.0012 0.2% 0.7665
Low 0.7637 0.7661 0.0023 0.3% 0.7600
Close 0.7665 0.7661 -0.0004 -0.1% 0.7665
Range 0.0027 0.0016 -0.0012 -43.6% 0.0064
ATR 0.0035 0.0034 -0.0001 -4.0% 0.0000
Volume 33 1 -32 -97.0% 62
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7712 0.7702 0.7669
R3 0.7697 0.7686 0.7665
R2 0.7681 0.7681 0.7663
R1 0.7671 0.7671 0.7662 0.7668
PP 0.7666 0.7666 0.7666 0.7664
S1 0.7655 0.7655 0.7659 0.7653
S2 0.7650 0.7650 0.7658
S3 0.7635 0.7640 0.7656
S4 0.7619 0.7624 0.7652
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7836 0.7815 0.7700
R3 0.7772 0.7750 0.7682
R2 0.7707 0.7707 0.7676
R1 0.7686 0.7686 0.7670 0.7697
PP 0.7643 0.7643 0.7643 0.7648
S1 0.7622 0.7622 0.7659 0.7632
S2 0.7579 0.7579 0.7653
S3 0.7514 0.7557 0.7647
S4 0.7450 0.7493 0.7629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7676 0.7600 0.0076 1.0% 0.0019 0.2% 80% True False 12
10 0.7676 0.7540 0.0136 1.8% 0.0020 0.3% 89% True False 12
20 0.7759 0.7540 0.0219 2.9% 0.0023 0.3% 55% False False 27
40 0.7898 0.7540 0.0358 4.7% 0.0026 0.3% 34% False False 20
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 True
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7742
2.618 0.7717
1.618 0.7701
1.000 0.7692
0.618 0.7686
HIGH 0.7676
0.618 0.7670
0.500 0.7668
0.382 0.7666
LOW 0.7661
0.618 0.7651
1.000 0.7645
1.618 0.7635
2.618 0.7620
4.250 0.7595
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 0.7668 0.7659
PP 0.7666 0.7657
S1 0.7663 0.7656

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

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