CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 0.7704 0.7709 0.0005 0.1% 0.7716
High 0.7717 0.7734 0.0017 0.2% 0.7734
Low 0.7704 0.7709 0.0005 0.1% 0.7695
Close 0.7707 0.7733 0.0026 0.3% 0.7733
Range 0.0013 0.0024 0.0012 96.0% 0.0039
ATR 0.0029 0.0029 0.0000 -0.7% 0.0000
Volume 13 31 18 138.5% 86
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7799 0.7790 0.7746
R3 0.7774 0.7766 0.7740
R2 0.7750 0.7750 0.7737
R1 0.7741 0.7741 0.7735 0.7746
PP 0.7725 0.7725 0.7725 0.7727
S1 0.7717 0.7717 0.7731 0.7721
S2 0.7701 0.7701 0.7729
S3 0.7676 0.7692 0.7726
S4 0.7652 0.7668 0.7720
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7836 0.7823 0.7754
R3 0.7798 0.7785 0.7744
R2 0.7759 0.7759 0.7740
R1 0.7746 0.7746 0.7737 0.7753
PP 0.7721 0.7721 0.7721 0.7724
S1 0.7708 0.7708 0.7729 0.7714
S2 0.7682 0.7682 0.7726
S3 0.7644 0.7669 0.7722
S4 0.7605 0.7631 0.7712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7734 0.7695 0.0039 0.5% 0.0017 0.2% 99% True False 17
10 0.7734 0.7621 0.0113 1.5% 0.0018 0.2% 100% True False 13
20 0.7734 0.7570 0.0164 2.1% 0.0020 0.3% 100% True False 10
40 0.7777 0.7540 0.0237 3.1% 0.0023 0.3% 82% False False 19
60 0.7898 0.7540 0.0358 4.6% 0.0024 0.3% 54% False False 17
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7798
1.618 0.7773
1.000 0.7758
0.618 0.7749
HIGH 0.7734
0.618 0.7724
0.500 0.7721
0.382 0.7718
LOW 0.7709
0.618 0.7694
1.000 0.7685
1.618 0.7669
2.618 0.7645
4.250 0.7605
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 0.7729 0.7728
PP 0.7725 0.7724
S1 0.7721 0.7719

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

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