CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 0.7606 0.7631 0.0026 0.3% 0.7679
High 0.7628 0.7693 0.0065 0.8% 0.7679
Low 0.7604 0.7625 0.0021 0.3% 0.7590
Close 0.7627 0.7642 0.0015 0.2% 0.7619
Range 0.0024 0.0068 0.0044 181.3% 0.0089
ATR 0.0037 0.0039 0.0002 5.9% 0.0000
Volume 40 56 16 40.0% 221
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7856 0.7816 0.7679
R3 0.7788 0.7749 0.7661
R2 0.7721 0.7721 0.7654
R1 0.7681 0.7681 0.7648 0.7701
PP 0.7653 0.7653 0.7653 0.7663
S1 0.7614 0.7614 0.7636 0.7634
S2 0.7586 0.7586 0.7630
S3 0.7518 0.7546 0.7623
S4 0.7451 0.7479 0.7605
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7846 0.7667
R3 0.7807 0.7757 0.7643
R2 0.7718 0.7718 0.7635
R1 0.7668 0.7668 0.7627 0.7649
PP 0.7629 0.7629 0.7629 0.7619
S1 0.7579 0.7579 0.7610 0.7560
S2 0.7540 0.7540 0.7602
S3 0.7451 0.7490 0.7594
S4 0.7362 0.7401 0.7570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7693 0.7590 0.0103 1.3% 0.0037 0.5% 51% True False 49
10 0.7775 0.7590 0.0185 2.4% 0.0037 0.5% 28% False False 49
20 0.7775 0.7590 0.0185 2.4% 0.0030 0.4% 28% False False 33
40 0.7775 0.7570 0.0205 2.7% 0.0028 0.4% 35% False False 24
60 0.7775 0.7540 0.0235 3.1% 0.0023 0.3% 44% False False 21
80 0.7891 0.7540 0.0351 4.6% 0.0026 0.3% 29% False False 22
100 0.7948 0.7540 0.0408 5.3% 0.0025 0.3% 25% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7979
2.618 0.7869
1.618 0.7802
1.000 0.7760
0.618 0.7734
HIGH 0.7693
0.618 0.7667
0.500 0.7659
0.382 0.7651
LOW 0.7625
0.618 0.7583
1.000 0.7558
1.618 0.7516
2.618 0.7448
4.250 0.7338
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 0.7659 0.7648
PP 0.7653 0.7646
S1 0.7648 0.7644

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

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