CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 23-Oct-2018

Day Change Summary
	Previous	Current
	22-Oct-2018	23-Oct-2018	Change	Change %	Previous Week
Open	0.7665	0.7649	-0.0017	-0.2%	0.7700
High	0.7665	0.7666	0.0001	0.0%	0.7761
Low	0.7644	0.7645	0.0001	0.0%	0.7640
Close	0.7655	0.7664	0.0009	0.1%	0.7648
Range	0.0022	0.0021	0.0000	0.0%	0.0121
ATR	0.0041	0.0040	-0.0001	-3.4%	0.0000
Volume	49	35	-14	-28.6%	705

Daily Pivots for day following 23-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7715	0.7676
R3	0.7701	0.7693	0.7670
R2	0.7680	0.7680	0.7668
R1	0.7672	0.7672	0.7666	0.7676
PP	0.7658	0.7658	0.7658	0.7660
S1	0.7650	0.7650	0.7662	0.7654
S2	0.7637	0.7637	0.7660
S3	0.7615	0.7629	0.7658
S4	0.7594	0.7607	0.7652

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7968	0.7714
R3	0.7925	0.7847	0.7681
R2	0.7804	0.7804	0.7670
R1	0.7726	0.7726	0.7659	0.7704
PP	0.7683	0.7683	0.7683	0.7672
S1	0.7605	0.7605	0.7636	0.7583
S2	0.7562	0.7562	0.7625
S3	0.7441	0.7484	0.7614
S4	0.7320	0.7363	0.7581

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7754	0.7640	0.0114	1.5%	0.0037	0.5%	21%	False	False	91
10	0.7761	0.7640	0.0121	1.6%	0.0041	0.5%	20%	False	False	106
20	0.7846	0.7640	0.0206	2.7%	0.0038	0.5%	12%	False	False	75
40	0.7846	0.7590	0.0256	3.3%	0.0034	0.4%	29%	False	False	66
60	0.7846	0.7590	0.0256	3.3%	0.0031	0.4%	29%	False	False	50
80	0.7846	0.7570	0.0276	3.6%	0.0028	0.4%	34%	False	False	40
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	41%	False	False	37
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	35%	False	False	33

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7722
1.618	0.7701
1.000	0.7687
0.618	0.7679
HIGH	0.7666
0.618	0.7658
0.500	0.7655
0.382	0.7653
LOW	0.7645
0.618	0.7631
1.000	0.7623
1.618	0.7610
2.618	0.7588
4.250	0.7553

Fisher Pivots for day following 23-Oct-2018
Pivot	1 day	3 day
R1	0.7661	0.7668
PP	0.7658	0.7666
S1	0.7655	0.7665

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols