CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 0.7699 0.7719 0.0021 0.3% 0.7630
High 0.7703 0.7719 0.0017 0.2% 0.7688
Low 0.7687 0.7714 0.0027 0.4% 0.7626
Close 0.7692 0.7714 0.0022 0.3% 0.7688
Range 0.0015 0.0005 -0.0010 -67.7% 0.0063
ATR 0.0031 0.0030 0.0000 -0.7% 0.0000
Volume 12 13 1 8.3% 123
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7731 0.7727 0.7717
R3 0.7726 0.7722 0.7715
R2 0.7721 0.7721 0.7715
R1 0.7717 0.7717 0.7714 0.7717
PP 0.7716 0.7716 0.7716 0.7715
S1 0.7712 0.7712 0.7714 0.7711
S2 0.7711 0.7711 0.7713
S3 0.7706 0.7707 0.7713
S4 0.7701 0.7702 0.7711
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 0.7719 0.7626 0.0094 1.2% 0.0023 0.3% 95% True False 21
10 0.7719 0.7626 0.0094 1.2% 0.0020 0.3% 95% True False 20
20 0.7734 0.7626 0.0108 1.4% 0.0021 0.3% 82% False False 19
40 0.7734 0.7540 0.0194 2.5% 0.0022 0.3% 90% False False 15
60 0.7829 0.7540 0.0289 3.7% 0.0024 0.3% 60% False False 19
80 0.7898 0.7540 0.0358 4.6% 0.0024 0.3% 49% False False 16
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 0.0002
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7740
2.618 0.7732
1.618 0.7727
1.000 0.7724
0.618 0.7722
HIGH 0.7719
0.618 0.7717
0.500 0.7717
0.382 0.7716
LOW 0.7714
0.618 0.7711
1.000 0.7709
1.618 0.7706
2.618 0.7701
4.250 0.7693
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 0.7717 0.7709
PP 0.7716 0.7704
S1 0.7715 0.7698

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

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