CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 25-Jul-2018
Day Change Summary
Previous Current
24-Jul-2018 25-Jul-2018 Change Change % Previous Week
Open 0.7621 0.7650 0.0029 0.4% 0.7639
High 0.7632 0.7690 0.0058 0.8% 0.7650
Low 0.7621 0.7650 0.0029 0.4% 0.7570
Close 0.7631 0.7690 0.0060 0.8% 0.7646
Range 0.0011 0.0040 0.0029 263.6% 0.0080
ATR 0.0032 0.0034 0.0002 6.3% 0.0000
Volume 2 9 7 350.0% 21
Daily Pivots for day following 25-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7797 0.7783 0.7712
R3 0.7757 0.7743 0.7701
R2 0.7717 0.7717 0.7697
R1 0.7703 0.7703 0.7694 0.7710
PP 0.7677 0.7677 0.7677 0.7680
S1 0.7663 0.7663 0.7686 0.7670
S2 0.7637 0.7637 0.7683
S3 0.7597 0.7623 0.7679
S4 0.7557 0.7583 0.7668
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7860 0.7833 0.7690
R3 0.7781 0.7753 0.7668
R2 0.7701 0.7701 0.7661
R1 0.7674 0.7674 0.7653 0.7688
PP 0.7622 0.7622 0.7622 0.7629
S1 0.7594 0.7594 0.7639 0.7608
S2 0.7542 0.7542 0.7631
S3 0.7463 0.7515 0.7624
S4 0.7383 0.7435 0.7602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7690 0.7570 0.0120 1.6% 0.0039 0.5% 100% True False 7
10 0.7690 0.7570 0.0120 1.6% 0.0026 0.3% 100% True False 9
20 0.7690 0.7540 0.0150 2.0% 0.0022 0.3% 100% True False 10
40 0.7829 0.7540 0.0289 3.8% 0.0026 0.3% 52% False False 19
60 0.7898 0.7540 0.0358 4.7% 0.0026 0.3% 42% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7795
1.618 0.7755
1.000 0.7730
0.618 0.7715
HIGH 0.7690
0.618 0.7675
0.500 0.7670
0.382 0.7665
LOW 0.7650
0.618 0.7625
1.000 0.7610
1.618 0.7585
2.618 0.7545
4.250 0.7480
Fisher Pivots for day following 25-Jul-2018
Pivot 1 day 3 day
R1 0.7683 0.7678
PP 0.7677 0.7667
S1 0.7670 0.7655

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

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