CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 0.7676 0.7665 -0.0011 -0.1% 0.7687
High 0.7676 0.7712 0.0036 0.5% 0.7719
Low 0.7664 0.7665 0.0001 0.0% 0.7664
Close 0.7664 0.7701 0.0037 0.5% 0.7701
Range 0.0012 0.0047 0.0035 304.3% 0.0055
ATR 0.0032 0.0033 0.0001 3.5% 0.0000
Volume 2 9 7 350.0% 44
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7832 0.7813 0.7726
R3 0.7785 0.7766 0.7713
R2 0.7739 0.7739 0.7709
R1 0.7720 0.7720 0.7705 0.7729
PP 0.7692 0.7692 0.7692 0.7697
S1 0.7673 0.7673 0.7696 0.7683
S2 0.7646 0.7646 0.7692
S3 0.7599 0.7627 0.7688
S4 0.7553 0.7580 0.7675
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7860 0.7835 0.7731
R3 0.7805 0.7780 0.7716
R2 0.7750 0.7750 0.7711
R1 0.7725 0.7725 0.7706 0.7737
PP 0.7695 0.7695 0.7695 0.7701
S1 0.7670 0.7670 0.7695 0.7682
S2 0.7639 0.7639 0.7690
S3 0.7584 0.7615 0.7685
S4 0.7529 0.7560 0.7670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7719 0.7664 0.0055 0.7% 0.0018 0.2% 66% False False 8
10 0.7719 0.7626 0.0094 1.2% 0.0021 0.3% 80% False False 16
20 0.7734 0.7626 0.0108 1.4% 0.0022 0.3% 69% False False 18
40 0.7734 0.7570 0.0164 2.1% 0.0022 0.3% 80% False False 14
60 0.7821 0.7540 0.0281 3.6% 0.0023 0.3% 57% False False 18
80 0.7898 0.7540 0.0358 4.7% 0.0024 0.3% 45% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7833
1.618 0.7787
1.000 0.7758
0.618 0.7740
HIGH 0.7712
0.618 0.7694
0.500 0.7688
0.382 0.7683
LOW 0.7665
0.618 0.7636
1.000 0.7619
1.618 0.7590
2.618 0.7543
4.250 0.7467
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 0.7696 0.7698
PP 0.7692 0.7695
S1 0.7688 0.7692

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

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