CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 0.7699 0.7775 0.0076 1.0% 0.7687
High 0.7739 0.7775 0.0036 0.5% 0.7719
Low 0.7699 0.7760 0.0061 0.8% 0.7664
Close 0.7739 0.7760 0.0021 0.3% 0.7701
Range 0.0040 0.0015 -0.0025 -61.3% 0.0055
ATR 0.0033 0.0034 0.0000 0.6% 0.0000
Volume 32 71 39 121.9% 44
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7811 0.7801 0.7768
R3 0.7796 0.7785 0.7764
R2 0.7780 0.7780 0.7762
R1 0.7770 0.7770 0.7761 0.7767
PP 0.7765 0.7765 0.7765 0.7763
S1 0.7754 0.7754 0.7758 0.7752
S2 0.7749 0.7749 0.7757
S3 0.7734 0.7739 0.7755
S4 0.7718 0.7723 0.7751
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 0.7775 0.7664 0.0111 1.4% 0.0024 0.3% 86% True False 25
10 0.7775 0.7626 0.0150 1.9% 0.0024 0.3% 90% True False 22
20 0.7775 0.7626 0.0150 1.9% 0.0023 0.3% 90% True False 22
40 0.7775 0.7570 0.0205 2.6% 0.0022 0.3% 92% True False 16
60 0.7821 0.7540 0.0281 3.6% 0.0024 0.3% 78% False False 19
80 0.7898 0.7540 0.0358 4.6% 0.0024 0.3% 61% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7841
2.618 0.7816
1.618 0.7800
1.000 0.7790
0.618 0.7785
HIGH 0.7775
0.618 0.7769
0.500 0.7767
0.382 0.7765
LOW 0.7760
0.618 0.7750
1.000 0.7744
1.618 0.7734
2.618 0.7719
4.250 0.7694
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 0.7767 0.7746
PP 0.7765 0.7733
S1 0.7762 0.7720

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

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