CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 0.7738 0.7743 0.0005 0.1% 0.7714
High 0.7754 0.7743 -0.0011 -0.1% 0.7785
Low 0.7738 0.7707 -0.0031 -0.4% 0.7703
Close 0.7747 0.7716 -0.0031 -0.4% 0.7764
Range 0.0016 0.0036 0.0021 135.5% 0.0082
ATR 0.0034 0.0034 0.0000 1.3% 0.0000
Volume 69 68 -1 -1.4% 254
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7831 0.7810 0.7736
R3 0.7795 0.7774 0.7726
R2 0.7758 0.7758 0.7723
R1 0.7737 0.7737 0.7719 0.7730
PP 0.7722 0.7722 0.7722 0.7718
S1 0.7701 0.7701 0.7713 0.7693
S2 0.7685 0.7685 0.7709
S3 0.7649 0.7664 0.7706
S4 0.7612 0.7628 0.7696
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 0.7707 0.0078 1.0% 0.0023 0.3% 12% False True 71
10 0.7785 0.7693 0.0092 1.2% 0.0024 0.3% 26% False False 59
20 0.7785 0.7590 0.0195 2.5% 0.0032 0.4% 65% False False 56
40 0.7785 0.7590 0.0195 2.5% 0.0027 0.4% 65% False False 39
60 0.7785 0.7570 0.0215 2.8% 0.0025 0.3% 68% False False 29
80 0.7821 0.7540 0.0281 3.6% 0.0026 0.3% 63% False False 29
100 0.7898 0.7540 0.0358 4.6% 0.0026 0.3% 49% False False 25
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 0.7898
2.618 0.7839
1.618 0.7802
1.000 0.7779
0.618 0.7766
HIGH 0.7743
0.618 0.7729
0.500 0.7725
0.382 0.7720
LOW 0.7707
0.618 0.7684
1.000 0.7670
1.618 0.7647
2.618 0.7611
4.250 0.7551
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 0.7725 0.7738
PP 0.7722 0.7731
S1 0.7719 0.7723

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

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