CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary
Previous Current
16-Nov-2018 19-Nov-2018 Change Change % Previous Week
Open 0.7609 0.7627 0.0019 0.2% 0.7602
High 0.7633 0.7627 -0.0006 -0.1% 0.7633
Low 0.7605 0.7594 -0.0012 -0.2% 0.7560
Close 0.7615 0.7605 -0.0010 -0.1% 0.7615
Range 0.0028 0.0034 0.0006 19.6% 0.0073
ATR 0.0037 0.0037 0.0000 -0.7% 0.0000
Volume 6,174 440 -5,734 -92.9% 7,181
Daily Pivots for day following 19-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7709 0.7691 0.7623
R3 0.7676 0.7657 0.7614
R2 0.7642 0.7642 0.7611
R1 0.7624 0.7624 0.7608 0.7616
PP 0.7609 0.7609 0.7609 0.7605
S1 0.7590 0.7590 0.7602 0.7583
S2 0.7575 0.7575 0.7599
S3 0.7542 0.7557 0.7596
S4 0.7508 0.7523 0.7587
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7822 0.7791 0.7655
R3 0.7749 0.7718 0.7635
R2 0.7676 0.7676 0.7628
R1 0.7645 0.7645 0.7621 0.7660
PP 0.7603 0.7603 0.7603 0.7610
S1 0.7572 0.7572 0.7608 0.7587
S2 0.7530 0.7530 0.7601
S3 0.7457 0.7499 0.7594
S4 0.7384 0.7426 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7633 0.7560 0.0073 1.0% 0.0030 0.4% 62% False False 1,510
10 0.7671 0.7560 0.0111 1.5% 0.0034 0.5% 41% False False 836
20 0.7725 0.7560 0.0165 2.2% 0.0036 0.5% 27% False False 542
40 0.7846 0.7560 0.0286 3.8% 0.0036 0.5% 16% False False 309
60 0.7846 0.7560 0.0286 3.8% 0.0035 0.5% 16% False False 224
80 0.7846 0.7560 0.0286 3.8% 0.0032 0.4% 16% False False 173
100 0.7846 0.7560 0.0286 3.8% 0.0030 0.4% 16% False False 140
120 0.7846 0.7540 0.0306 4.0% 0.0029 0.4% 21% False False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7715
1.618 0.7681
1.000 0.7661
0.618 0.7648
HIGH 0.7627
0.618 0.7614
0.500 0.7610
0.382 0.7606
LOW 0.7594
0.618 0.7573
1.000 0.7560
1.618 0.7539
2.618 0.7506
4.250 0.7451
Fisher Pivots for day following 19-Nov-2018
Pivot 1 day 3 day
R1 0.7610 0.7603
PP 0.7609 0.7602
S1 0.7607 0.7600

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

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