CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 0.7615 0.7607 -0.0008 -0.1% 0.7699
High 0.7620 0.7642 0.0022 0.3% 0.7775
Low 0.7607 0.7590 -0.0017 -0.2% 0.7668
Close 0.7608 0.7640 0.0032 0.4% 0.7690
Range 0.0014 0.0052 0.0039 285.2% 0.0107
ATR 0.0037 0.0038 0.0001 2.8% 0.0000
Volume 25 104 79 316.0% 211
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7780 0.7762 0.7669
R3 0.7728 0.7710 0.7654
R2 0.7676 0.7676 0.7650
R1 0.7658 0.7658 0.7645 0.7667
PP 0.7624 0.7624 0.7624 0.7628
S1 0.7606 0.7606 0.7635 0.7615
S2 0.7572 0.7572 0.7630
S3 0.7520 0.7554 0.7626
S4 0.7468 0.7502 0.7611
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 0.7760 0.7590 0.0170 2.2% 0.0042 0.6% 30% False True 60
10 0.7775 0.7590 0.0185 2.4% 0.0034 0.4% 27% False True 42
20 0.7775 0.7590 0.0185 2.4% 0.0027 0.4% 27% False True 31
40 0.7775 0.7570 0.0205 2.7% 0.0026 0.3% 34% False False 22
60 0.7775 0.7540 0.0235 3.1% 0.0024 0.3% 43% False False 23
80 0.7891 0.7540 0.0351 4.6% 0.0025 0.3% 29% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7778
1.618 0.7726
1.000 0.7694
0.618 0.7674
HIGH 0.7642
0.618 0.7622
0.500 0.7616
0.382 0.7609
LOW 0.7590
0.618 0.7557
1.000 0.7538
1.618 0.7505
2.618 0.7453
4.250 0.7369
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 0.7632 0.7638
PP 0.7624 0.7636
S1 0.7616 0.7634

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

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