CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 0.7643 0.7646 0.0003 0.0% 0.7710
High 0.7643 0.7648 0.0005 0.1% 0.7723
Low 0.7633 0.7626 -0.0008 -0.1% 0.7634
Close 0.7638 0.7628 -0.0011 -0.1% 0.7639
Range 0.0010 0.0023 0.0013 125.0% 0.0089
ATR 0.0032 0.0031 -0.0001 -2.1% 0.0000
Volume 4 56 52 1,300.0% 123
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7701 0.7687 0.7640
R3 0.7679 0.7664 0.7634
R2 0.7656 0.7656 0.7632
R1 0.7642 0.7642 0.7630 0.7638
PP 0.7634 0.7634 0.7634 0.7632
S1 0.7619 0.7619 0.7625 0.7615
S2 0.7611 0.7611 0.7623
S3 0.7589 0.7597 0.7621
S4 0.7566 0.7574 0.7615
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 0.7675 0.7626 0.0050 0.6% 0.0019 0.3% 4% False True 26
10 0.7734 0.7626 0.0108 1.4% 0.0023 0.3% 2% False True 25
20 0.7734 0.7572 0.0161 2.1% 0.0023 0.3% 34% False False 18
40 0.7734 0.7540 0.0194 2.5% 0.0020 0.3% 45% False False 14
60 0.7844 0.7540 0.0304 4.0% 0.0024 0.3% 29% False False 19
80 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 25% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7744
2.618 0.7707
1.618 0.7684
1.000 0.7671
0.618 0.7662
HIGH 0.7648
0.618 0.7639
0.500 0.7637
0.382 0.7634
LOW 0.7626
0.618 0.7612
1.000 0.7603
1.618 0.7589
2.618 0.7567
4.250 0.7530
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 0.7637 0.7650
PP 0.7634 0.7643
S1 0.7631 0.7635

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

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