CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 0.7720 0.7714 -0.0007 -0.1% 0.7606
High 0.7720 0.7714 -0.0007 -0.1% 0.7730
Low 0.7693 0.7703 0.0011 0.1% 0.7604
Close 0.7700 0.7703 0.0004 0.0% 0.7700
Range 0.0028 0.0011 -0.0017 -61.8% 0.0126
ATR 0.0040 0.0038 -0.0002 -4.6% 0.0000
Volume 95 2 -93 -97.9% 341
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7738 0.7731 0.7709
R3 0.7728 0.7721 0.7706
R2 0.7717 0.7717 0.7705
R1 0.7710 0.7710 0.7704 0.7708
PP 0.7707 0.7707 0.7707 0.7706
S1 0.7700 0.7700 0.7702 0.7698
S2 0.7696 0.7696 0.7701
S3 0.7686 0.7689 0.7700
S4 0.7675 0.7679 0.7697
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8054 0.8002 0.7769
R3 0.7929 0.7877 0.7734
R2 0.7803 0.7803 0.7723
R1 0.7751 0.7751 0.7711 0.7777
PP 0.7678 0.7678 0.7678 0.7691
S1 0.7626 0.7626 0.7688 0.7652
S2 0.7552 0.7552 0.7676
S3 0.7427 0.7500 0.7665
S4 0.7301 0.7375 0.7630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7625 0.0105 1.4% 0.0035 0.5% 75% False False 60
10 0.7730 0.7590 0.0140 1.8% 0.0037 0.5% 81% False False 56
20 0.7775 0.7590 0.0185 2.4% 0.0030 0.4% 61% False False 40
40 0.7775 0.7590 0.0185 2.4% 0.0026 0.3% 61% False False 29
60 0.7775 0.7540 0.0235 3.1% 0.0024 0.3% 69% False False 23
80 0.7829 0.7540 0.0289 3.8% 0.0026 0.3% 57% False False 25
100 0.7898 0.7540 0.0358 4.7% 0.0025 0.3% 46% False False 21
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7758
2.618 0.7741
1.618 0.7730
1.000 0.7724
0.618 0.7720
HIGH 0.7714
0.618 0.7709
0.500 0.7708
0.382 0.7707
LOW 0.7703
0.618 0.7697
1.000 0.7693
1.618 0.7686
2.618 0.7676
4.250 0.7658
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 0.7708 0.7711
PP 0.7707 0.7708
S1 0.7705 0.7706

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

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