CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 26-Nov-2018

Day Change Summary
	Previous	Current
	23-Nov-2018	26-Nov-2018	Change	Change %	Previous Week
Open	0.7578	0.7578	0.0000	0.0%	0.7627
High	0.7601	0.7595	-0.0006	-0.1%	0.7627
Low	0.7561	0.7560	-0.0002	0.0%	0.7528
Close	0.7592	0.7571	-0.0022	-0.3%	0.7592
Range	0.0040	0.0036	-0.0005	-11.3%	0.0099
ATR	0.0041	0.0040	0.0000	-0.9%	0.0000
Volume	413	214	-199	-48.2%	1,576

Daily Pivots for day following 26-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7662	0.7590
R3	0.7646	0.7626	0.7580
R2	0.7611	0.7611	0.7577
R1	0.7591	0.7591	0.7574	0.7583
PP	0.7575	0.7575	0.7575	0.7571
S1	0.7555	0.7555	0.7567	0.7547
S2	0.7540	0.7540	0.7564
S3	0.7504	0.7520	0.7561
S4	0.7469	0.7484	0.7551

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7835	0.7646
R3	0.7780	0.7736	0.7619
R2	0.7681	0.7681	0.7610
R1	0.7637	0.7637	0.7601	0.7610
PP	0.7582	0.7582	0.7582	0.7569
S1	0.7538	0.7538	0.7583	0.7511
S2	0.7483	0.7483	0.7574
S3	0.7384	0.7439	0.7565
S4	0.7285	0.7340	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7627	0.7528	0.0099	1.3%	0.0049	0.6%	43%	False	False	358
10	0.7633	0.7528	0.0105	1.4%	0.0039	0.5%	40%	False	False	897
20	0.7682	0.7528	0.0154	2.0%	0.0038	0.5%	28%	False	False	584
40	0.7846	0.7528	0.0318	4.2%	0.0038	0.5%	13%	False	False	337
60	0.7846	0.7528	0.0318	4.2%	0.0037	0.5%	13%	False	False	244
80	0.7846	0.7528	0.0318	4.2%	0.0034	0.4%	13%	False	False	189
100	0.7846	0.7528	0.0318	4.2%	0.0031	0.4%	13%	False	False	153
120	0.7846	0.7528	0.0318	4.2%	0.0030	0.4%	13%	False	False	132

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7746
2.618	0.7688
1.618	0.7652
1.000	0.7631
0.618	0.7617
HIGH	0.7595
0.618	0.7581
0.500	0.7577
0.382	0.7573
LOW	0.7560
0.618	0.7538
1.000	0.7524
1.618	0.7502
2.618	0.7467
4.250	0.7409

Fisher Pivots for day following 26-Nov-2018
Pivot	1 day	3 day
R1	0.7577	0.7569
PP	0.7575	0.7567
S1	0.7573	0.7565

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