CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 0.7646 0.7628 -0.0018 -0.2% 0.7630
High 0.7648 0.7688 0.0040 0.5% 0.7688
Low 0.7626 0.7628 0.0003 0.0% 0.7626
Close 0.7628 0.7688 0.0061 0.8% 0.7688
Range 0.0023 0.0060 0.0038 166.7% 0.0063
ATR 0.0031 0.0033 0.0002 6.7% 0.0000
Volume 56 18 -38 -67.9% 123
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7848 0.7828 0.7721
R3 0.7788 0.7768 0.7705
R2 0.7728 0.7728 0.7699
R1 0.7708 0.7708 0.7694 0.7718
PP 0.7668 0.7668 0.7668 0.7673
S1 0.7648 0.7648 0.7683 0.7658
S2 0.7608 0.7608 0.7677
S3 0.7548 0.7588 0.7672
S4 0.7488 0.7528 0.7655
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7855 0.7834 0.7722
R3 0.7792 0.7771 0.7705
R2 0.7730 0.7730 0.7699
R1 0.7709 0.7709 0.7694 0.7719
PP 0.7667 0.7667 0.7667 0.7672
S1 0.7646 0.7646 0.7682 0.7657
S2 0.7605 0.7605 0.7677
S3 0.7542 0.7584 0.7671
S4 0.7480 0.7521 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7626 0.0063 0.8% 0.0024 0.3% 100% True False 24
10 0.7723 0.7626 0.0097 1.3% 0.0027 0.3% 64% False False 24
20 0.7734 0.7621 0.0113 1.5% 0.0023 0.3% 60% False False 19
40 0.7734 0.7540 0.0194 2.5% 0.0022 0.3% 76% False False 14
60 0.7829 0.7540 0.0289 3.8% 0.0025 0.3% 51% False False 19
80 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 41% False False 16
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 0.0001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7943
2.618 0.7845
1.618 0.7785
1.000 0.7748
0.618 0.7725
HIGH 0.7688
0.618 0.7665
0.500 0.7658
0.382 0.7651
LOW 0.7628
0.618 0.7591
1.000 0.7568
1.618 0.7531
2.618 0.7471
4.250 0.7373
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 0.7678 0.7678
PP 0.7668 0.7667
S1 0.7658 0.7657

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

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