CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 19-Sep-2018
Day Change Summary
Previous Current
18-Sep-2018 19-Sep-2018 Change Change % Previous Week
Open 0.7725 0.7748 0.0023 0.3% 0.7606
High 0.7730 0.7775 0.0045 0.6% 0.7730
Low 0.7717 0.7718 0.0001 0.0% 0.7604
Close 0.7730 0.7769 0.0039 0.5% 0.7700
Range 0.0013 0.0057 0.0044 338.4% 0.0126
ATR 0.0037 0.0039 0.0001 3.8% 0.0000
Volume 19 81 62 326.3% 341
Daily Pivots for day following 19-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7925 0.7904 0.7800
R3 0.7868 0.7847 0.7785
R2 0.7811 0.7811 0.7779
R1 0.7790 0.7790 0.7774 0.7801
PP 0.7754 0.7754 0.7754 0.7759
S1 0.7733 0.7733 0.7764 0.7744
S2 0.7697 0.7697 0.7759
S3 0.7640 0.7676 0.7753
S4 0.7583 0.7619 0.7738
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 0.7775 0.7693 0.0083 1.1% 0.0025 0.3% 93% True False 47
10 0.7775 0.7590 0.0185 2.4% 0.0035 0.5% 97% True False 57
20 0.7775 0.7590 0.0185 2.4% 0.0032 0.4% 97% True False 44
40 0.7775 0.7590 0.0185 2.4% 0.0028 0.4% 97% True False 32
60 0.7775 0.7540 0.0235 3.0% 0.0025 0.3% 97% True False 25
80 0.7829 0.7540 0.0289 3.7% 0.0027 0.3% 79% False False 26
100 0.7898 0.7540 0.0358 4.6% 0.0026 0.3% 64% False False 22
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 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7924
1.618 0.7867
1.000 0.7832
0.618 0.7810
HIGH 0.7775
0.618 0.7753
0.500 0.7747
0.382 0.7740
LOW 0.7718
0.618 0.7683
1.000 0.7661
1.618 0.7626
2.618 0.7569
4.250 0.7476
Fisher Pivots for day following 19-Sep-2018
Pivot 1 day 3 day
R1 0.7762 0.7759
PP 0.7754 0.7749
S1 0.7747 0.7739

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

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