CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 0.7766 0.7776 0.0010 0.1% 0.7714
High 0.7783 0.7785 0.0002 0.0% 0.7785
Low 0.7764 0.7762 -0.0002 0.0% 0.7703
Close 0.7773 0.7764 -0.0009 -0.1% 0.7764
Range 0.0019 0.0023 0.0004 18.4% 0.0082
ATR 0.0037 0.0036 -0.0001 -2.8% 0.0000
Volume 79 73 -6 -7.6% 254
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7838 0.7823 0.7776
R3 0.7815 0.7801 0.7770
R2 0.7793 0.7793 0.7768
R1 0.7778 0.7778 0.7766 0.7774
PP 0.7770 0.7770 0.7770 0.7768
S1 0.7756 0.7756 0.7762 0.7752
S2 0.7748 0.7748 0.7760
S3 0.7725 0.7733 0.7758
S4 0.7703 0.7711 0.7752
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7995 0.7961 0.7809
R3 0.7914 0.7880 0.7786
R2 0.7832 0.7832 0.7779
R1 0.7798 0.7798 0.7771 0.7815
PP 0.7751 0.7751 0.7751 0.7759
S1 0.7717 0.7717 0.7757 0.7734
S2 0.7669 0.7669 0.7749
S3 0.7587 0.7635 0.7742
S4 0.7506 0.7553 0.7719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7785 0.7703 0.0082 1.0% 0.0024 0.3% 75% True False 50
10 0.7785 0.7604 0.0181 2.3% 0.0031 0.4% 89% True False 59
20 0.7785 0.7590 0.0195 2.5% 0.0034 0.4% 89% True False 51
40 0.7785 0.7590 0.0195 2.5% 0.0027 0.3% 89% True False 35
60 0.7785 0.7555 0.0230 3.0% 0.0025 0.3% 91% True False 27
80 0.7829 0.7540 0.0289 3.7% 0.0026 0.3% 78% False False 26
100 0.7898 0.7540 0.0358 4.6% 0.0026 0.3% 63% False False 23
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7843
1.618 0.7821
1.000 0.7807
0.618 0.7798
HIGH 0.7785
0.618 0.7776
0.500 0.7773
0.382 0.7771
LOW 0.7762
0.618 0.7748
1.000 0.7740
1.618 0.7726
2.618 0.7703
4.250 0.7666
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 0.7773 0.7760
PP 0.7770 0.7756
S1 0.7767 0.7751

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

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