CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 0.7698 0.7708 0.0010 0.1% 0.7770
High 0.7703 0.7775 0.0072 0.9% 0.7775
Low 0.7675 0.7708 0.0033 0.4% 0.7675
Close 0.7694 0.7764 0.0070 0.9% 0.7764
Range 0.0028 0.0068 0.0040 141.1% 0.0100
ATR 0.0035 0.0038 0.0003 9.5% 0.0000
Volume 79 21 -58 -73.4% 307
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7951 0.7925 0.7801
R3 0.7884 0.7858 0.7783
R2 0.7816 0.7816 0.7776
R1 0.7790 0.7790 0.7770 0.7803
PP 0.7749 0.7749 0.7749 0.7755
S1 0.7723 0.7723 0.7758 0.7736
S2 0.7681 0.7681 0.7752
S3 0.7614 0.7655 0.7745
S4 0.7546 0.7588 0.7727
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8038 0.8001 0.7819
R3 0.7938 0.7901 0.7792
R2 0.7838 0.7838 0.7782
R1 0.7801 0.7801 0.7773 0.7770
PP 0.7738 0.7738 0.7738 0.7722
S1 0.7701 0.7701 0.7755 0.7670
S2 0.7638 0.7638 0.7746
S3 0.7538 0.7601 0.7737
S4 0.7438 0.7501 0.7709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7775 0.7675 0.0100 1.3% 0.0034 0.4% 89% True False 61
10 0.7785 0.7675 0.0110 1.4% 0.0029 0.4% 81% False False 56
20 0.7785 0.7590 0.0195 2.5% 0.0034 0.4% 89% False False 59
40 0.7785 0.7590 0.0195 2.5% 0.0029 0.4% 89% False False 41
60 0.7785 0.7570 0.0215 2.8% 0.0026 0.3% 90% False False 31
80 0.7785 0.7540 0.0245 3.2% 0.0026 0.3% 92% False False 30
100 0.7898 0.7540 0.0358 4.6% 0.0026 0.3% 63% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7952
1.618 0.7884
1.000 0.7843
0.618 0.7817
HIGH 0.7775
0.618 0.7749
0.500 0.7741
0.382 0.7733
LOW 0.7708
0.618 0.7666
1.000 0.7640
1.618 0.7598
2.618 0.7531
4.250 0.7421
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 0.7756 0.7751
PP 0.7749 0.7738
S1 0.7741 0.7725

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

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