CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 0.7687 0.7699 0.0012 0.2% 0.7630
High 0.7688 0.7703 0.0015 0.2% 0.7688
Low 0.7678 0.7687 0.0010 0.1% 0.7626
Close 0.7688 0.7692 0.0004 0.0% 0.7688
Range 0.0011 0.0015 0.0005 47.6% 0.0063
ATR 0.0032 0.0031 -0.0001 -3.7% 0.0000
Volume 8 12 4 50.0% 123
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7740 0.7731 0.7700
R3 0.7725 0.7716 0.7696
R2 0.7709 0.7709 0.7694
R1 0.7700 0.7700 0.7693 0.7697
PP 0.7694 0.7694 0.7694 0.7692
S1 0.7685 0.7685 0.7690 0.7682
S2 0.7678 0.7678 0.7689
S3 0.7663 0.7669 0.7687
S4 0.7647 0.7654 0.7683
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 0.7703 0.7626 0.0077 1.0% 0.0024 0.3% 86% True False 19
10 0.7713 0.7626 0.0087 1.1% 0.0024 0.3% 76% False False 23
20 0.7734 0.7626 0.0108 1.4% 0.0023 0.3% 61% False False 19
40 0.7734 0.7540 0.0194 2.5% 0.0022 0.3% 78% False False 15
60 0.7829 0.7540 0.0289 3.8% 0.0025 0.3% 53% False False 19
80 0.7898 0.7540 0.0358 4.7% 0.0025 0.3% 42% False False 16
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7768
2.618 0.7743
1.618 0.7728
1.000 0.7718
0.618 0.7712
HIGH 0.7703
0.618 0.7697
0.500 0.7695
0.382 0.7693
LOW 0.7687
0.618 0.7677
1.000 0.7672
1.618 0.7662
2.618 0.7646
4.250 0.7621
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 0.7695 0.7683
PP 0.7694 0.7674
S1 0.7693 0.7665

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

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