CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 0.7697 0.7692 -0.0006 -0.1% 0.7630
High 0.7697 0.7692 -0.0006 -0.1% 0.7697
Low 0.7670 0.7683 0.0013 0.2% 0.7621
Close 0.7682 0.7683 0.0001 0.0% 0.7683
Range 0.0027 0.0009 -0.0019 -68.5% 0.0077
ATR 0.0033 0.0031 -0.0002 -5.1% 0.0000
Volume 30 2 -28 -93.3% 48
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7711 0.7706 0.7688
R3 0.7703 0.7697 0.7685
R2 0.7694 0.7694 0.7685
R1 0.7689 0.7689 0.7684 0.7687
PP 0.7686 0.7686 0.7686 0.7685
S1 0.7680 0.7680 0.7682 0.7679
S2 0.7677 0.7677 0.7681
S3 0.7669 0.7672 0.7681
S4 0.7660 0.7663 0.7678
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7866 0.7725
R3 0.7820 0.7790 0.7704
R2 0.7743 0.7743 0.7697
R1 0.7713 0.7713 0.7690 0.7728
PP 0.7667 0.7667 0.7667 0.7674
S1 0.7637 0.7637 0.7676 0.7652
S2 0.7590 0.7590 0.7669
S3 0.7514 0.7560 0.7662
S4 0.7437 0.7484 0.7641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7697 0.7621 0.0077 1.0% 0.0020 0.3% 82% False False 9
10 0.7697 0.7570 0.0127 1.7% 0.0029 0.4% 89% False False 6
20 0.7697 0.7570 0.0127 1.7% 0.0022 0.3% 89% False False 10
40 0.7821 0.7540 0.0281 3.7% 0.0024 0.3% 51% False False 18
60 0.7898 0.7540 0.0358 4.7% 0.0025 0.3% 40% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7728
2.618 0.7714
1.618 0.7705
1.000 0.7700
0.618 0.7697
HIGH 0.7692
0.618 0.7688
0.500 0.7687
0.382 0.7686
LOW 0.7683
0.618 0.7678
1.000 0.7674
1.618 0.7669
2.618 0.7661
4.250 0.7647
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 0.7687 0.7680
PP 0.7686 0.7677
S1 0.7684 0.7674

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

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