CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 0.7590 0.7580 -0.0010 -0.1% 0.7676
High 0.7622 0.7623 0.0002 0.0% 0.7676
Low 0.7590 0.7570 -0.0020 -0.3% 0.7609
Close 0.7622 0.7578 -0.0044 -0.6% 0.7630
Range 0.0032 0.0053 0.0021 65.6% 0.0068
ATR 0.0029 0.0030 0.0002 6.1% 0.0000
Volume 1 14 13 1,300.0% 54
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7749 0.7716 0.7607
R3 0.7696 0.7663 0.7592
R2 0.7643 0.7643 0.7587
R1 0.7610 0.7610 0.7582 0.7600
PP 0.7590 0.7590 0.7590 0.7585
S1 0.7557 0.7557 0.7573 0.7547
S2 0.7537 0.7537 0.7568
S3 0.7484 0.7504 0.7563
S4 0.7431 0.7451 0.7548
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 0.7570 0.0070 0.9% 0.0024 0.3% 11% False True 3
10 0.7676 0.7570 0.0106 1.4% 0.0016 0.2% 7% False True 10
20 0.7676 0.7540 0.0136 1.8% 0.0017 0.2% 28% False False 10
40 0.7844 0.7540 0.0304 4.0% 0.0025 0.3% 12% False False 20
60 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 11% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7848
2.618 0.7762
1.618 0.7709
1.000 0.7676
0.618 0.7656
HIGH 0.7623
0.618 0.7603
0.500 0.7597
0.382 0.7590
LOW 0.7570
0.618 0.7537
1.000 0.7517
1.618 0.7484
2.618 0.7431
4.250 0.7345
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 0.7597 0.7605
PP 0.7590 0.7596
S1 0.7584 0.7587

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

View Archives - Comment on this page... - Back to Index of Symbols