CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 0.7665 0.7630 -0.0035 -0.5% 0.7710
High 0.7670 0.7644 -0.0026 -0.3% 0.7723
Low 0.7634 0.7630 -0.0004 -0.1% 0.7634
Close 0.7639 0.7634 -0.0004 -0.1% 0.7639
Range 0.0036 0.0014 -0.0021 -60.6% 0.0089
ATR 0.0032 0.0031 -0.0001 -4.0% 0.0000
Volume 25 34 9 36.0% 123
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7678 0.7670 0.7642
R3 0.7664 0.7656 0.7638
R2 0.7650 0.7650 0.7637
R1 0.7642 0.7642 0.7635 0.7646
PP 0.7636 0.7636 0.7636 0.7638
S1 0.7628 0.7628 0.7633 0.7632
S2 0.7622 0.7622 0.7631
S3 0.7608 0.7614 0.7630
S4 0.7594 0.7600 0.7626
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 0.7722 0.7630 0.0092 1.2% 0.0030 0.4% 4% False True 28
10 0.7734 0.7630 0.0104 1.4% 0.0024 0.3% 4% False True 22
20 0.7734 0.7570 0.0164 2.1% 0.0027 0.3% 39% False False 15
40 0.7734 0.7540 0.0194 2.5% 0.0020 0.3% 49% False False 15
60 0.7891 0.7540 0.0351 4.6% 0.0025 0.3% 27% False False 18
80 0.7948 0.7540 0.0408 5.3% 0.0024 0.3% 23% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7681
1.618 0.7667
1.000 0.7658
0.618 0.7653
HIGH 0.7644
0.618 0.7639
0.500 0.7637
0.382 0.7635
LOW 0.7630
0.618 0.7621
1.000 0.7616
1.618 0.7607
2.618 0.7593
4.250 0.7570
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 0.7637 0.7667
PP 0.7636 0.7656
S1 0.7635 0.7645

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

View Archives - Comment on this page... - Back to Index of Symbols