CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 0.7719 0.7676 -0.0044 -0.6% 0.7630
High 0.7719 0.7676 -0.0044 -0.6% 0.7688
Low 0.7714 0.7664 -0.0050 -0.6% 0.7626
Close 0.7714 0.7664 -0.0050 -0.6% 0.7688
Range 0.0005 0.0012 0.0007 130.0% 0.0063
ATR 0.0030 0.0032 0.0001 4.6% 0.0000
Volume 13 2 -11 -84.6% 123
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7702 0.7695 0.7670
R3 0.7691 0.7683 0.7667
R2 0.7679 0.7679 0.7666
R1 0.7672 0.7672 0.7665 0.7670
PP 0.7668 0.7668 0.7668 0.7667
S1 0.7660 0.7660 0.7663 0.7658
S2 0.7656 0.7656 0.7662
S3 0.7645 0.7649 0.7661
S4 0.7633 0.7637 0.7658
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 0.7628 0.0091 1.2% 0.0021 0.3% 40% False False 10
10 0.7719 0.7626 0.0094 1.2% 0.0020 0.3% 41% False False 18
20 0.7734 0.7626 0.0108 1.4% 0.0020 0.3% 36% False False 18
40 0.7734 0.7555 0.0179 2.3% 0.0021 0.3% 61% False False 15
60 0.7829 0.7540 0.0289 3.8% 0.0024 0.3% 43% False False 18
80 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 35% 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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7724
2.618 0.7706
1.618 0.7694
1.000 0.7687
0.618 0.7683
HIGH 0.7676
0.618 0.7671
0.500 0.7670
0.382 0.7668
LOW 0.7664
0.618 0.7657
1.000 0.7652
1.618 0.7645
2.618 0.7634
4.250 0.7615
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 0.7670 0.7692
PP 0.7668 0.7682
S1 0.7666 0.7673

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

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