CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 0.7675 0.7730 0.0055 0.7% 0.7679
High 0.7726 0.7730 0.0004 0.0% 0.7679
Low 0.7675 0.7712 0.0037 0.5% 0.7590
Close 0.7726 0.7725 -0.0001 0.0% 0.7619
Range 0.0051 0.0018 -0.0033 -64.7% 0.0089
ATR 0.0042 0.0041 -0.0002 -4.1% 0.0000
Volume 109 41 -68 -62.4% 221
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7776 0.7769 0.7735
R3 0.7758 0.7751 0.7730
R2 0.7740 0.7740 0.7728
R1 0.7733 0.7733 0.7727 0.7727
PP 0.7722 0.7722 0.7722 0.7719
S1 0.7715 0.7715 0.7723 0.7709
S2 0.7704 0.7704 0.7722
S3 0.7686 0.7697 0.7720
S4 0.7668 0.7679 0.7715
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 0.7730 0.7604 0.0126 1.6% 0.0038 0.5% 96% True False 53
10 0.7760 0.7590 0.0170 2.2% 0.0040 0.5% 79% False False 56
20 0.7775 0.7590 0.0185 2.4% 0.0032 0.4% 73% False False 39
40 0.7775 0.7570 0.0205 2.7% 0.0029 0.4% 76% False False 28
60 0.7775 0.7540 0.0235 3.0% 0.0024 0.3% 79% False False 21
80 0.7891 0.7540 0.0351 4.6% 0.0027 0.3% 53% False False 23
100 0.7898 0.7540 0.0358 4.6% 0.0025 0.3% 52% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7777
1.618 0.7759
1.000 0.7748
0.618 0.7741
HIGH 0.7730
0.618 0.7723
0.500 0.7721
0.382 0.7718
LOW 0.7712
0.618 0.7700
1.000 0.7694
1.618 0.7682
2.618 0.7664
4.250 0.7635
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 0.7724 0.7709
PP 0.7722 0.7693
S1 0.7721 0.7677

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

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