CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 0.7722 0.7672 -0.0049 -0.6% 0.7716
High 0.7722 0.7713 -0.0009 -0.1% 0.7734
Low 0.7681 0.7671 -0.0010 -0.1% 0.7695
Close 0.7681 0.7712 0.0031 0.4% 0.7733
Range 0.0041 0.0042 0.0001 1.2% 0.0039
ATR 0.0030 0.0030 0.0001 2.9% 0.0000
Volume 22 35 13 59.1% 86
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7823 0.7809 0.7734
R3 0.7781 0.7767 0.7723
R2 0.7740 0.7740 0.7719
R1 0.7726 0.7726 0.7715 0.7733
PP 0.7698 0.7698 0.7698 0.7702
S1 0.7684 0.7684 0.7708 0.7691
S2 0.7657 0.7657 0.7704
S3 0.7615 0.7643 0.7700
S4 0.7574 0.7601 0.7689
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 0.7671 0.0063 0.8% 0.0027 0.3% 65% False True 22
10 0.7734 0.7670 0.0064 0.8% 0.0022 0.3% 65% False False 18
20 0.7734 0.7570 0.0164 2.1% 0.0024 0.3% 87% False False 13
40 0.7759 0.7540 0.0219 2.8% 0.0023 0.3% 79% False False 20
60 0.7891 0.7540 0.0351 4.6% 0.0024 0.3% 49% False False 17
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7889
2.618 0.7821
1.618 0.7780
1.000 0.7754
0.618 0.7738
HIGH 0.7713
0.618 0.7697
0.500 0.7692
0.382 0.7687
LOW 0.7671
0.618 0.7645
1.000 0.7630
1.618 0.7604
2.618 0.7562
4.250 0.7495
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 0.7705 0.7707
PP 0.7698 0.7702
S1 0.7692 0.7697

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

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