CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	0.7618	0.7669	0.0050	0.7%	0.7658
High	0.7668	0.7682	0.0014	0.2%	0.7682
Low	0.7618	0.7642	0.0024	0.3%	0.7612
Close	0.7660	0.7644	-0.0016	-0.2%	0.7644
Range	0.0049	0.0040	-0.0010	-20.2%	0.0069
ATR	0.0040	0.0040	0.0000	-0.2%	0.0000
Volume	315	1,188	873	277.1%	1,907

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7749	0.7666
R3	0.7735	0.7709	0.7655
R2	0.7695	0.7695	0.7651
R1	0.7670	0.7670	0.7648	0.7663
PP	0.7656	0.7656	0.7656	0.7652
S1	0.7630	0.7630	0.7640	0.7623
S2	0.7616	0.7616	0.7637
S3	0.7577	0.7591	0.7633
S4	0.7537	0.7551	0.7622

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7819	0.7682
R3	0.7785	0.7749	0.7663
R2	0.7715	0.7715	0.7657
R1	0.7680	0.7680	0.7650	0.7663
PP	0.7646	0.7646	0.7646	0.7637
S1	0.7610	0.7610	0.7638	0.7593
S2	0.7576	0.7576	0.7631
S3	0.7507	0.7541	0.7625
S4	0.7437	0.7471	0.7606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7682	0.7612	0.0069	0.9%	0.0034	0.5%	46%	True	False	381
10	0.7725	0.7612	0.0113	1.5%	0.0037	0.5%	28%	False	False	246
20	0.7761	0.7612	0.0149	1.9%	0.0039	0.5%	21%	False	False	174
40	0.7846	0.7604	0.0242	3.2%	0.0036	0.5%	17%	False	False	115
60	0.7846	0.7590	0.0256	3.4%	0.0033	0.4%	21%	False	False	87
80	0.7846	0.7570	0.0276	3.6%	0.0031	0.4%	27%	False	False	68
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	34%	False	False	59
120	0.7891	0.7540	0.0351	4.6%	0.0029	0.4%	30%	False	False	52

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7849
2.618	0.7785
1.618	0.7745
1.000	0.7721
0.618	0.7706
HIGH	0.7682
0.618	0.7666
0.500	0.7662
0.382	0.7657
LOW	0.7642
0.618	0.7618
1.000	0.7603
1.618	0.7578
2.618	0.7539
4.250	0.7474

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	0.7662	0.7647
PP	0.7656	0.7646
S1	0.7650	0.7645

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