CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 0.7679 0.7615 -0.0064 -0.8% 0.7699
High 0.7679 0.7620 -0.0059 -0.8% 0.7775
Low 0.7600 0.7607 0.0006 0.1% 0.7668
Close 0.7615 0.7608 -0.0007 -0.1% 0.7690
Range 0.0078 0.0014 -0.0065 -82.8% 0.0107
ATR 0.0039 0.0037 -0.0002 -4.7% 0.0000
Volume 69 25 -44 -63.8% 211
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7652 0.7644 0.7615
R3 0.7639 0.7630 0.7612
R2 0.7625 0.7625 0.7610
R1 0.7617 0.7617 0.7609 0.7614
PP 0.7612 0.7612 0.7612 0.7610
S1 0.7603 0.7603 0.7607 0.7601
S2 0.7598 0.7598 0.7606
S3 0.7585 0.7590 0.7604
S4 0.7571 0.7576 0.7601
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 0.7771 0.7600 0.0171 2.2% 0.0035 0.5% 5% False False 40
10 0.7775 0.7600 0.0175 2.3% 0.0030 0.4% 5% False False 32
20 0.7775 0.7600 0.0175 2.3% 0.0027 0.4% 5% False False 28
40 0.7775 0.7570 0.0205 2.7% 0.0024 0.3% 19% False False 20
60 0.7775 0.7540 0.0235 3.1% 0.0024 0.3% 29% False False 22
80 0.7891 0.7540 0.0351 4.6% 0.0025 0.3% 19% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7655
1.618 0.7642
1.000 0.7634
0.618 0.7628
HIGH 0.7620
0.618 0.7615
0.500 0.7613
0.382 0.7612
LOW 0.7607
0.618 0.7598
1.000 0.7593
1.618 0.7585
2.618 0.7571
4.250 0.7549
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 0.7613 0.7648
PP 0.7612 0.7634
S1 0.7610 0.7621

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

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