CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 0.7624 0.7623 -0.0001 0.0% 0.7676
High 0.7624 0.7630 0.0006 0.1% 0.7676
Low 0.7624 0.7623 -0.0001 0.0% 0.7609
Close 0.7624 0.7630 0.0006 0.1% 0.7630
Range 0.0000 0.0007 0.0007 0.0068
ATR 0.0032 0.0030 -0.0002 -5.6% 0.0000
Volume 52 1 -51 -98.1% 54
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7648 0.7646 0.7633
R3 0.7641 0.7639 0.7631
R2 0.7634 0.7634 0.7631
R1 0.7632 0.7632 0.7630 0.7633
PP 0.7627 0.7627 0.7627 0.7628
S1 0.7625 0.7625 0.7629 0.7626
S2 0.7620 0.7620 0.7628
S3 0.7613 0.7618 0.7628
S4 0.7606 0.7611 0.7626
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7841 0.7803 0.7667
R3 0.7773 0.7735 0.7648
R2 0.7706 0.7706 0.7642
R1 0.7668 0.7668 0.7636 0.7653
PP 0.7638 0.7638 0.7638 0.7631
S1 0.7600 0.7600 0.7623 0.7585
S2 0.7571 0.7571 0.7617
S3 0.7503 0.7533 0.7611
S4 0.7436 0.7465 0.7592
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% 0.0005 0.1% 31% False False 10
10 0.7676 0.7595 0.0081 1.1% 0.0015 0.2% 43% False False 13
20 0.7678 0.7540 0.0138 1.8% 0.0016 0.2% 65% False False 15
40 0.7891 0.7540 0.0351 4.6% 0.0024 0.3% 26% False False 20
60 0.7979 0.7540 0.0439 5.8% 0.0024 0.3% 21% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7648
1.618 0.7641
1.000 0.7637
0.618 0.7634
HIGH 0.7630
0.618 0.7627
0.500 0.7626
0.382 0.7625
LOW 0.7623
0.618 0.7618
1.000 0.7616
1.618 0.7611
2.618 0.7604
4.250 0.7593
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 0.7628 0.7626
PP 0.7627 0.7623
S1 0.7626 0.7619

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

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