CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 0.7700 0.7665 -0.0035 -0.5% 0.7710
High 0.7705 0.7670 -0.0035 -0.5% 0.7723
Low 0.7689 0.7634 -0.0054 -0.7% 0.7634
Close 0.7697 0.7639 -0.0058 -0.8% 0.7639
Range 0.0016 0.0036 0.0019 121.9% 0.0089
ATR 0.0030 0.0032 0.0002 7.8% 0.0000
Volume 28 25 -3 -10.7% 123
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7754 0.7732 0.7658
R3 0.7718 0.7696 0.7648
R2 0.7683 0.7683 0.7645
R1 0.7661 0.7661 0.7642 0.7654
PP 0.7647 0.7647 0.7647 0.7644
S1 0.7625 0.7625 0.7635 0.7619
S2 0.7612 0.7612 0.7632
S3 0.7576 0.7590 0.7629
S4 0.7541 0.7554 0.7619
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7931 0.7873 0.7687
R3 0.7842 0.7785 0.7663
R2 0.7754 0.7754 0.7655
R1 0.7696 0.7696 0.7647 0.7681
PP 0.7665 0.7665 0.7665 0.7657
S1 0.7608 0.7608 0.7630 0.7592
S2 0.7577 0.7577 0.7622
S3 0.7488 0.7519 0.7614
S4 0.7400 0.7431 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7723 0.7634 0.0089 1.2% 0.0029 0.4% 5% False True 24
10 0.7734 0.7634 0.0099 1.3% 0.0023 0.3% 5% False True 20
20 0.7734 0.7570 0.0164 2.1% 0.0026 0.3% 42% False False 13
40 0.7734 0.7540 0.0194 2.5% 0.0021 0.3% 51% False False 14
60 0.7891 0.7540 0.0351 4.6% 0.0025 0.3% 28% False False 18
80 0.7979 0.7540 0.0439 5.7% 0.0024 0.3% 23% False False 15
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7820
2.618 0.7762
1.618 0.7727
1.000 0.7705
0.618 0.7691
HIGH 0.7670
0.618 0.7656
0.500 0.7652
0.382 0.7648
LOW 0.7634
0.618 0.7612
1.000 0.7599
1.618 0.7577
2.618 0.7541
4.250 0.7483
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 0.7652 0.7673
PP 0.7647 0.7662
S1 0.7643 0.7650

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

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