CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 09-Oct-2018
Day Change Summary
Previous Current
08-Oct-2018 09-Oct-2018 Change Change % Previous Week
Open 0.7725 0.7722 -0.0003 0.0% 0.7801
High 0.7738 0.7751 0.0013 0.2% 0.7846
Low 0.7713 0.7717 0.0005 0.1% 0.7748
Close 0.7738 0.7749 0.0011 0.1% 0.7751
Range 0.0026 0.0034 0.0008 31.4% 0.0098
ATR 0.0040 0.0039 0.0000 -1.2% 0.0000
Volume 25 25 0 0.0% 233
Daily Pivots for day following 09-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7839 0.7827 0.7767
R3 0.7806 0.7794 0.7758
R2 0.7772 0.7772 0.7755
R1 0.7760 0.7760 0.7752 0.7766
PP 0.7739 0.7739 0.7739 0.7742
S1 0.7727 0.7727 0.7745 0.7733
S2 0.7705 0.7705 0.7742
S3 0.7672 0.7693 0.7739
S4 0.7638 0.7660 0.7730
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8077 0.8012 0.7805
R3 0.7978 0.7914 0.7778
R2 0.7880 0.7880 0.7769
R1 0.7815 0.7815 0.7760 0.7799
PP 0.7782 0.7782 0.7782 0.7773
S1 0.7717 0.7717 0.7742 0.7700
S2 0.7683 0.7683 0.7733
S3 0.7585 0.7619 0.7724
S4 0.7486 0.7520 0.7697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7820 0.7713 0.0108 1.4% 0.0031 0.4% 33% False False 21
10 0.7846 0.7675 0.0171 2.2% 0.0035 0.4% 43% False False 45
20 0.7846 0.7675 0.0171 2.2% 0.0030 0.4% 43% False False 54
40 0.7846 0.7590 0.0256 3.3% 0.0030 0.4% 62% False False 43
60 0.7846 0.7570 0.0276 3.6% 0.0029 0.4% 65% False False 34
80 0.7846 0.7540 0.0306 4.0% 0.0025 0.3% 68% False False 29
100 0.7891 0.7540 0.0351 4.5% 0.0027 0.3% 59% False False 28
120 0.7948 0.7540 0.0408 5.3% 0.0026 0.3% 51% False False 24
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7893
2.618 0.7838
1.618 0.7805
1.000 0.7784
0.618 0.7771
HIGH 0.7751
0.618 0.7738
0.500 0.7734
0.382 0.7730
LOW 0.7717
0.618 0.7696
1.000 0.7684
1.618 0.7663
2.618 0.7629
4.250 0.7575
Fisher Pivots for day following 09-Oct-2018
Pivot 1 day 3 day
R1 0.7744 0.7746
PP 0.7739 0.7744
S1 0.7734 0.7742

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

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