CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 0.7662 0.7643 -0.0019 -0.2% 0.7710
High 0.7675 0.7643 -0.0032 -0.4% 0.7723
Low 0.7661 0.7633 -0.0028 -0.4% 0.7634
Close 0.7670 0.7638 -0.0032 -0.4% 0.7639
Range 0.0014 0.0010 -0.0004 -28.6% 0.0089
ATR 0.0032 0.0032 0.0000 1.1% 0.0000
Volume 11 4 -7 -63.6% 123
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7668 0.7663 0.7644
R3 0.7658 0.7653 0.7641
R2 0.7648 0.7648 0.7640
R1 0.7643 0.7643 0.7639 0.7641
PP 0.7638 0.7638 0.7638 0.7637
S1 0.7633 0.7633 0.7637 0.7631
S2 0.7628 0.7628 0.7636
S3 0.7618 0.7623 0.7635
S4 0.7608 0.7613 0.7633
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 0.7705 0.7630 0.0075 1.0% 0.0018 0.2% 11% False False 20
10 0.7734 0.7630 0.0104 1.4% 0.0022 0.3% 8% False False 21
20 0.7734 0.7570 0.0164 2.1% 0.0025 0.3% 42% False False 16
40 0.7734 0.7540 0.0194 2.5% 0.0020 0.3% 51% False False 13
60 0.7891 0.7540 0.0351 4.6% 0.0025 0.3% 28% False False 18
80 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 27% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7669
1.618 0.7659
1.000 0.7653
0.618 0.7649
HIGH 0.7643
0.618 0.7639
0.500 0.7638
0.382 0.7637
LOW 0.7633
0.618 0.7627
1.000 0.7623
1.618 0.7617
2.618 0.7607
4.250 0.7591
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 0.7638 0.7653
PP 0.7638 0.7648
S1 0.7638 0.7643

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

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