CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 0.7710 0.7722 0.0012 0.2% 0.7716
High 0.7723 0.7722 -0.0001 0.0% 0.7734
Low 0.7710 0.7681 -0.0029 -0.4% 0.7695
Close 0.7718 0.7681 -0.0037 -0.5% 0.7733
Range 0.0013 0.0041 0.0028 215.4% 0.0039
ATR 0.0029 0.0030 0.0001 3.1% 0.0000
Volume 13 22 9 69.2% 86
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7817 0.7790 0.7703
R3 0.7776 0.7749 0.7692
R2 0.7735 0.7735 0.7688
R1 0.7708 0.7708 0.7684 0.7701
PP 0.7694 0.7694 0.7694 0.7691
S1 0.7667 0.7667 0.7677 0.7660
S2 0.7653 0.7653 0.7673
S3 0.7612 0.7626 0.7669
S4 0.7571 0.7585 0.7658
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 0.7681 0.0053 0.7% 0.0020 0.3% 0% False True 18
10 0.7734 0.7650 0.0084 1.1% 0.0022 0.3% 37% False False 16
20 0.7734 0.7570 0.0164 2.1% 0.0022 0.3% 68% False False 12
40 0.7759 0.7540 0.0219 2.9% 0.0022 0.3% 64% False False 19
60 0.7891 0.7540 0.0351 4.6% 0.0024 0.3% 40% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7896
2.618 0.7829
1.618 0.7788
1.000 0.7763
0.618 0.7747
HIGH 0.7722
0.618 0.7706
0.500 0.7701
0.382 0.7696
LOW 0.7681
0.618 0.7655
1.000 0.7640
1.618 0.7614
2.618 0.7573
4.250 0.7506
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 0.7701 0.7707
PP 0.7694 0.7698
S1 0.7687 0.7689

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

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