CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 02-Aug-2018
Day Change Summary
Previous Current
01-Aug-2018 02-Aug-2018 Change Change % Previous Week
Open 0.7722 0.7704 -0.0018 -0.2% 0.7630
High 0.7730 0.7717 -0.0013 -0.2% 0.7697
Low 0.7722 0.7704 -0.0018 -0.2% 0.7621
Close 0.7727 0.7707 -0.0020 -0.3% 0.7683
Range 0.0008 0.0013 0.0005 66.7% 0.0077
ATR 0.0030 0.0029 -0.0001 -1.8% 0.0000
Volume 14 13 -1 -7.1% 48
Daily Pivots for day following 02-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7747 0.7739 0.7714
R3 0.7734 0.7727 0.7710
R2 0.7722 0.7722 0.7709
R1 0.7714 0.7714 0.7708 0.7718
PP 0.7709 0.7709 0.7709 0.7711
S1 0.7702 0.7702 0.7706 0.7706
S2 0.7697 0.7697 0.7705
S3 0.7684 0.7689 0.7704
S4 0.7672 0.7677 0.7700
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 0.7730 0.7683 0.0047 0.6% 0.0014 0.2% 52% False False 11
10 0.7730 0.7572 0.0158 2.0% 0.0024 0.3% 86% False False 10
20 0.7730 0.7570 0.0160 2.1% 0.0020 0.3% 86% False False 10
40 0.7777 0.7540 0.0237 3.1% 0.0022 0.3% 71% False False 18
60 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 47% False False 16
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7749
1.618 0.7737
1.000 0.7729
0.618 0.7724
HIGH 0.7717
0.618 0.7712
0.500 0.7710
0.382 0.7709
LOW 0.7704
0.618 0.7696
1.000 0.7691
1.618 0.7684
2.618 0.7671
4.250 0.7651
Fisher Pivots for day following 02-Aug-2018
Pivot 1 day 3 day
R1 0.7710 0.7712
PP 0.7709 0.7711
S1 0.7708 0.7709

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

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