CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	0.7635	0.7618	-0.0016	-0.2%	0.7665
High	0.7643	0.7668	0.0025	0.3%	0.7725
Low	0.7612	0.7618	0.0006	0.1%	0.7620
Close	0.7612	0.7660	0.0048	0.6%	0.7659
Range	0.0030	0.0049	0.0019	62.3%	0.0105
ATR	0.0039	0.0040	0.0001	2.9%	0.0000
Volume	66	315	249	377.3%	554

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7778	0.7687
R3	0.7747	0.7728	0.7674
R2	0.7698	0.7698	0.7669
R1	0.7679	0.7679	0.7665	0.7688
PP	0.7649	0.7649	0.7649	0.7653
S1	0.7630	0.7630	0.7655	0.7639
S2	0.7599	0.7599	0.7651
S3	0.7550	0.7580	0.7646
S4	0.7500	0.7531	0.7633

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7926	0.7717
R3	0.7878	0.7821	0.7688
R2	0.7773	0.7773	0.7678
R1	0.7716	0.7716	0.7669	0.7692
PP	0.7668	0.7668	0.7668	0.7656
S1	0.7611	0.7611	0.7649	0.7587
S2	0.7563	0.7563	0.7640
S3	0.7458	0.7506	0.7630
S4	0.7353	0.7401	0.7601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7612	0.0057	0.7%	0.0036	0.5%	84%	False	False	160
10	0.7725	0.7612	0.0113	1.5%	0.0038	0.5%	42%	False	False	146
20	0.7772	0.7612	0.0160	2.1%	0.0039	0.5%	30%	False	False	115
40	0.7846	0.7604	0.0242	3.2%	0.0035	0.5%	23%	False	False	86
60	0.7846	0.7590	0.0256	3.3%	0.0033	0.4%	27%	False	False	68
80	0.7846	0.7570	0.0276	3.6%	0.0030	0.4%	33%	False	False	54
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	39%	False	False	48
120	0.7891	0.7540	0.0351	4.6%	0.0029	0.4%	34%	False	False	42

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	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7878
2.618	0.7797
1.618	0.7748
1.000	0.7717
0.618	0.7698
HIGH	0.7668
0.618	0.7649
0.500	0.7643
0.382	0.7637
LOW	0.7618
0.618	0.7587
1.000	0.7569
1.618	0.7538
2.618	0.7488
4.250	0.7408

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	0.7654	0.7653
PP	0.7649	0.7647
S1	0.7643	0.7640

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