CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Nov-2018
Day Change Summary
Previous Current
07-Nov-2018 08-Nov-2018 Change Change % Previous Week
Open 0.7641 0.7640 0.0000 0.0% 0.7658
High 0.7671 0.7657 -0.0014 -0.2% 0.7682
Low 0.7620 0.7605 -0.0015 -0.2% 0.7612
Close 0.7653 0.7606 -0.0048 -0.6% 0.7644
Range 0.0051 0.0052 0.0002 3.0% 0.0069
ATR 0.0039 0.0040 0.0001 2.4% 0.0000
Volume 95 162 67 70.5% 1,907
Daily Pivots for day following 08-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7779 0.7744 0.7634
R3 0.7727 0.7692 0.7620
R2 0.7675 0.7675 0.7615
R1 0.7640 0.7640 0.7610 0.7631
PP 0.7623 0.7623 0.7623 0.7618
S1 0.7588 0.7588 0.7601 0.7579
S2 0.7571 0.7571 0.7596
S3 0.7519 0.7536 0.7591
S4 0.7467 0.7484 0.7577
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 0.7605 0.0077 1.0% 0.0037 0.5% 1% False True 319
10 0.7682 0.7605 0.0077 1.0% 0.0037 0.5% 1% False True 240
20 0.7761 0.7605 0.0156 2.1% 0.0038 0.5% 0% False True 184
40 0.7846 0.7605 0.0241 3.2% 0.0035 0.5% 0% False True 119
60 0.7846 0.7590 0.0256 3.4% 0.0034 0.5% 6% False False 93
80 0.7846 0.7570 0.0276 3.6% 0.0032 0.4% 13% False False 73
100 0.7846 0.7540 0.0306 4.0% 0.0029 0.4% 22% False False 61
120 0.7891 0.7540 0.0351 4.6% 0.0029 0.4% 19% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7793
1.618 0.7741
1.000 0.7709
0.618 0.7689
HIGH 0.7657
0.618 0.7637
0.500 0.7631
0.382 0.7625
LOW 0.7605
0.618 0.7573
1.000 0.7553
1.618 0.7521
2.618 0.7469
4.250 0.7384
Fisher Pivots for day following 08-Nov-2018
Pivot 1 day 3 day
R1 0.7631 0.7638
PP 0.7623 0.7627
S1 0.7614 0.7616

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

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