CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 0.7775 0.7760 -0.0015 -0.2% 0.7687
High 0.7775 0.7771 -0.0004 -0.1% 0.7719
Low 0.7760 0.7753 -0.0007 -0.1% 0.7664
Close 0.7760 0.7770 0.0010 0.1% 0.7701
Range 0.0015 0.0018 0.0003 16.1% 0.0055
ATR 0.0034 0.0032 -0.0001 -3.3% 0.0000
Volume 71 6 -65 -91.5% 44
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7819 0.7812 0.7779
R3 0.7801 0.7794 0.7774
R2 0.7783 0.7783 0.7773
R1 0.7776 0.7776 0.7771 0.7779
PP 0.7765 0.7765 0.7765 0.7766
S1 0.7758 0.7758 0.7768 0.7761
S2 0.7747 0.7747 0.7766
S3 0.7729 0.7740 0.7765
S4 0.7711 0.7722 0.7760
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% 0.0026 0.3% 95% False False 24
10 0.7775 0.7626 0.0150 1.9% 0.0024 0.3% 96% False False 22
20 0.7775 0.7626 0.0150 1.9% 0.0023 0.3% 96% False False 22
40 0.7775 0.7570 0.0205 2.6% 0.0022 0.3% 97% False False 16
60 0.7821 0.7540 0.0281 3.6% 0.0023 0.3% 82% False False 19
80 0.7898 0.7540 0.0358 4.6% 0.0025 0.3% 64% False False 18
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 True
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 0.7848
2.618 0.7818
1.618 0.7800
1.000 0.7789
0.618 0.7782
HIGH 0.7771
0.618 0.7764
0.500 0.7762
0.382 0.7760
LOW 0.7753
0.618 0.7742
1.000 0.7735
1.618 0.7724
2.618 0.7706
4.250 0.7677
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 0.7767 0.7759
PP 0.7765 0.7748
S1 0.7762 0.7737

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

View Archives - Comment on this page... - Back to Index of Symbols