CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-Nov-2018
Day Change Summary
Previous Current
06-Nov-2018 07-Nov-2018 Change Change % Previous Week
Open 0.7645 0.7641 -0.0005 -0.1% 0.7658
High 0.7645 0.7671 0.0026 0.3% 0.7682
Low 0.7627 0.7620 -0.0007 -0.1% 0.7612
Close 0.7629 0.7653 0.0025 0.3% 0.7644
Range 0.0018 0.0051 0.0033 180.6% 0.0069
ATR 0.0038 0.0039 0.0001 2.4% 0.0000
Volume 87 95 8 9.2% 1,907
Daily Pivots for day following 07-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7799 0.7777 0.7681
R3 0.7749 0.7726 0.7667
R2 0.7698 0.7698 0.7662
R1 0.7676 0.7676 0.7658 0.7687
PP 0.7648 0.7648 0.7648 0.7654
S1 0.7625 0.7625 0.7648 0.7637
S2 0.7597 0.7597 0.7644
S3 0.7547 0.7575 0.7639
S4 0.7496 0.7524 0.7625
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 0.7618 0.0063 0.8% 0.0036 0.5% 55% False False 350
10 0.7699 0.7612 0.0086 1.1% 0.0035 0.5% 47% False False 240
20 0.7761 0.7612 0.0149 1.9% 0.0037 0.5% 28% False False 179
40 0.7846 0.7612 0.0234 3.1% 0.0034 0.4% 18% False False 116
60 0.7846 0.7590 0.0256 3.4% 0.0034 0.4% 25% False False 90
80 0.7846 0.7570 0.0276 3.6% 0.0032 0.4% 30% False False 71
100 0.7846 0.7540 0.0306 4.0% 0.0028 0.4% 37% False False 59
120 0.7891 0.7540 0.0351 4.6% 0.0029 0.4% 32% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7885
2.618 0.7803
1.618 0.7752
1.000 0.7721
0.618 0.7702
HIGH 0.7671
0.618 0.7651
0.500 0.7645
0.382 0.7639
LOW 0.7620
0.618 0.7589
1.000 0.7570
1.618 0.7538
2.618 0.7488
4.250 0.7405
Fisher Pivots for day following 07-Nov-2018
Pivot 1 day 3 day
R1 0.7650 0.7650
PP 0.7648 0.7648
S1 0.7645 0.7645

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

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