CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 30-Aug-2018
Day Change Summary
Previous Current
29-Aug-2018 30-Aug-2018 Change Change % Previous Week
Open 0.7760 0.7760 0.0000 0.0% 0.7687
High 0.7771 0.7760 -0.0011 -0.1% 0.7719
Low 0.7753 0.7720 -0.0033 -0.4% 0.7664
Close 0.7770 0.7726 -0.0044 -0.6% 0.7701
Range 0.0018 0.0040 0.0022 122.2% 0.0055
ATR 0.0032 0.0034 0.0001 3.7% 0.0000
Volume 6 45 39 650.0% 44
Daily Pivots for day following 30-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7855 0.7830 0.7748
R3 0.7815 0.7790 0.7737
R2 0.7775 0.7775 0.7733
R1 0.7750 0.7750 0.7729 0.7743
PP 0.7735 0.7735 0.7735 0.7731
S1 0.7710 0.7710 0.7722 0.7703
S2 0.7695 0.7695 0.7718
S3 0.7655 0.7670 0.7715
S4 0.7615 0.7630 0.7704
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 0.7665 0.0110 1.4% 0.0032 0.4% 55% False False 32
10 0.7775 0.7628 0.0147 1.9% 0.0026 0.3% 66% False False 21
20 0.7775 0.7626 0.0150 1.9% 0.0025 0.3% 67% False False 23
40 0.7775 0.7570 0.0205 2.7% 0.0022 0.3% 76% False False 17
60 0.7777 0.7540 0.0237 3.1% 0.0023 0.3% 78% False False 20
80 0.7898 0.7540 0.0358 4.6% 0.0024 0.3% 52% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7865
1.618 0.7825
1.000 0.7800
0.618 0.7785
HIGH 0.7760
0.618 0.7745
0.500 0.7740
0.382 0.7735
LOW 0.7720
0.618 0.7695
1.000 0.7680
1.618 0.7655
2.618 0.7615
4.250 0.7550
Fisher Pivots for day following 30-Aug-2018
Pivot 1 day 3 day
R1 0.7740 0.7748
PP 0.7735 0.7740
S1 0.7730 0.7733

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

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