CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 0.7639 0.7613 -0.0026 -0.3% 0.7676
High 0.7639 0.7640 0.0001 0.0% 0.7676
Low 0.7639 0.7613 -0.0026 -0.3% 0.7609
Close 0.7639 0.7613 -0.0026 -0.3% 0.7630
Range 0.0000 0.0027 0.0027 0.0068
ATR 0.0029 0.0028 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7703 0.7685 0.7628
R3 0.7676 0.7658 0.7620
R2 0.7649 0.7649 0.7618
R1 0.7631 0.7631 0.7615 0.7627
PP 0.7622 0.7622 0.7622 0.7620
S1 0.7604 0.7604 0.7611 0.7599
S2 0.7595 0.7595 0.7608
S3 0.7568 0.7577 0.7606
S4 0.7541 0.7550 0.7598
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 0.7640 0.7609 0.0032 0.4% 0.0007 0.1% 14% True False 10
10 0.7676 0.7609 0.0068 0.9% 0.0011 0.1% 7% False False 10
20 0.7676 0.7540 0.0136 1.8% 0.0014 0.2% 54% False False 11
40 0.7891 0.7540 0.0351 4.6% 0.0024 0.3% 21% False False 19
60 0.7898 0.7540 0.0358 4.7% 0.0023 0.3% 21% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7711
1.618 0.7684
1.000 0.7667
0.618 0.7657
HIGH 0.7640
0.618 0.7630
0.500 0.7627
0.382 0.7623
LOW 0.7613
0.618 0.7596
1.000 0.7586
1.618 0.7569
2.618 0.7542
4.250 0.7498
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 0.7627 0.7627
PP 0.7622 0.7622
S1 0.7618 0.7618

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

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