CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Oct-2018
Day Change Summary
Previous Current
03-Oct-2018 04-Oct-2018 Change Change % Previous Week
Open 0.7820 0.7789 -0.0031 -0.4% 0.7770
High 0.7820 0.7797 -0.0023 -0.3% 0.7775
Low 0.7788 0.7760 -0.0028 -0.4% 0.7675
Close 0.7811 0.7760 -0.0051 -0.7% 0.7764
Range 0.0032 0.0037 0.0005 15.6% 0.0100
ATR 0.0041 0.0041 0.0001 1.8% 0.0000
Volume 6 33 27 450.0% 307
Daily Pivots for day following 04-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7883 0.7859 0.7780
R3 0.7846 0.7822 0.7770
R2 0.7809 0.7809 0.7767
R1 0.7785 0.7785 0.7763 0.7779
PP 0.7772 0.7772 0.7772 0.7769
S1 0.7748 0.7748 0.7757 0.7742
S2 0.7735 0.7735 0.7753
S3 0.7698 0.7711 0.7750
S4 0.7661 0.7674 0.7740
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 0.7846 0.7708 0.0139 1.8% 0.0040 0.5% 38% False False 47
10 0.7846 0.7675 0.0171 2.2% 0.0032 0.4% 50% False False 59
20 0.7846 0.7604 0.0242 3.1% 0.0032 0.4% 64% False False 57
40 0.7846 0.7590 0.0256 3.3% 0.0030 0.4% 66% False False 44
60 0.7846 0.7570 0.0276 3.6% 0.0028 0.4% 69% False False 34
80 0.7846 0.7540 0.0306 3.9% 0.0026 0.3% 72% False False 32
100 0.7891 0.7540 0.0351 4.5% 0.0026 0.3% 63% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7954
2.618 0.7894
1.618 0.7857
1.000 0.7834
0.618 0.7820
HIGH 0.7797
0.618 0.7783
0.500 0.7779
0.382 0.7774
LOW 0.7760
0.618 0.7737
1.000 0.7723
1.618 0.7700
2.618 0.7663
4.250 0.7603
Fisher Pivots for day following 04-Oct-2018
Pivot 1 day 3 day
R1 0.7779 0.7796
PP 0.7772 0.7784
S1 0.7766 0.7772

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

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