CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 0.7694 0.7679 -0.0015 -0.2% 0.7699
High 0.7695 0.7679 -0.0017 -0.2% 0.7775
Low 0.7668 0.7600 -0.0068 -0.9% 0.7668
Close 0.7690 0.7615 -0.0075 -1.0% 0.7690
Range 0.0027 0.0078 0.0051 190.7% 0.0107
ATR 0.0035 0.0039 0.0004 10.9% 0.0000
Volume 57 69 12 21.1% 211
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7866 0.7819 0.7658
R3 0.7788 0.7740 0.7636
R2 0.7709 0.7709 0.7629
R1 0.7662 0.7662 0.7622 0.7647
PP 0.7631 0.7631 0.7631 0.7623
S1 0.7584 0.7584 0.7607 0.7568
S2 0.7553 0.7553 0.7600
S3 0.7474 0.7505 0.7593
S4 0.7396 0.7427 0.7571
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.8032 0.7968 0.7748
R3 0.7925 0.7861 0.7719
R2 0.7818 0.7818 0.7709
R1 0.7754 0.7754 0.7699 0.7732
PP 0.7711 0.7711 0.7711 0.7700
S1 0.7647 0.7647 0.7680 0.7625
S2 0.7604 0.7604 0.7670
S3 0.7497 0.7540 0.7660
S4 0.7390 0.7433 0.7631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7775 0.7600 0.0175 2.3% 0.0036 0.5% 8% False True 49
10 0.7775 0.7600 0.0175 2.3% 0.0030 0.4% 8% False True 31
20 0.7775 0.7600 0.0175 2.3% 0.0028 0.4% 8% False True 27
40 0.7775 0.7570 0.0205 2.7% 0.0024 0.3% 22% False False 19
60 0.7775 0.7540 0.0235 3.1% 0.0024 0.3% 32% False False 22
80 0.7898 0.7540 0.0358 4.7% 0.0025 0.3% 21% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 98 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.7884
1.618 0.7806
1.000 0.7757
0.618 0.7727
HIGH 0.7679
0.618 0.7649
0.500 0.7639
0.382 0.7630
LOW 0.7600
0.618 0.7551
1.000 0.7522
1.618 0.7473
2.618 0.7394
4.250 0.7266
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 0.7639 0.7680
PP 0.7631 0.7658
S1 0.7623 0.7636

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

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