CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Jul-2018
Day Change Summary
Previous Current
11-Jul-2018 12-Jul-2018 Change Change % Previous Week
Open 0.7609 0.7624 0.0016 0.2% 0.7620
High 0.7609 0.7624 0.0016 0.2% 0.7665
Low 0.7609 0.7624 0.0016 0.2% 0.7600
Close 0.7609 0.7624 0.0016 0.2% 0.7665
Range
ATR 0.0033 0.0032 -0.0001 -3.8% 0.0000
Volume 0 52 52 62
Daily Pivots for day following 12-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7624 0.7624 0.7624
R3 0.7624 0.7624 0.7624
R2 0.7624 0.7624 0.7624
R1 0.7624 0.7624 0.7624 0.7624
PP 0.7624 0.7624 0.7624 0.7624
S1 0.7624 0.7624 0.7624 0.7624
S2 0.7624 0.7624 0.7624
S3 0.7624 0.7624 0.7624
S4 0.7624 0.7624 0.7624
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 0.7609 0.0068 0.9% 0.0009 0.1% 23% False False 17
10 0.7676 0.7555 0.0121 1.6% 0.0016 0.2% 57% False False 16
20 0.7752 0.7540 0.0213 2.8% 0.0019 0.3% 40% False False 24
40 0.7891 0.7540 0.0351 4.6% 0.0024 0.3% 24% False False 20
60 0.7979 0.7540 0.0439 5.8% 0.0024 0.3% 19% False False 15
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7624
1.618 0.7624
1.000 0.7624
0.618 0.7624
HIGH 0.7624
0.618 0.7624
0.500 0.7624
0.382 0.7624
LOW 0.7624
0.618 0.7624
1.000 0.7624
1.618 0.7624
2.618 0.7624
4.250 0.7624
Fisher Pivots for day following 12-Jul-2018
Pivot 1 day 3 day
R1 0.7624 0.7632
PP 0.7624 0.7629
S1 0.7624 0.7627

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

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