CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 0.7564 0.7541 -0.0023 -0.3% 0.7627
High 0.7572 0.7567 -0.0005 -0.1% 0.7627
Low 0.7520 0.7504 -0.0017 -0.2% 0.7528
Close 0.7537 0.7552 0.0015 0.2% 0.7592
Range 0.0052 0.0064 0.0012 23.3% 0.0099
ATR 0.0041 0.0043 0.0002 3.9% 0.0000
Volume 283 1,061 778 274.9% 1,576
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7731 0.7705 0.7587
R3 0.7668 0.7642 0.7569
R2 0.7604 0.7604 0.7564
R1 0.7578 0.7578 0.7558 0.7591
PP 0.7541 0.7541 0.7541 0.7547
S1 0.7515 0.7515 0.7546 0.7528
S2 0.7477 0.7477 0.7540
S3 0.7414 0.7451 0.7535
S4 0.7350 0.7388 0.7517
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 0.7601 0.7504 0.0098 1.3% 0.0048 0.6% 50% False True 445
10 0.7633 0.7504 0.0130 1.7% 0.0046 0.6% 37% False True 989
20 0.7682 0.7504 0.0178 2.4% 0.0041 0.5% 27% False True 634
40 0.7820 0.7504 0.0317 4.2% 0.0039 0.5% 15% False True 366
60 0.7846 0.7504 0.0343 4.5% 0.0037 0.5% 14% False True 265
80 0.7846 0.7504 0.0343 4.5% 0.0035 0.5% 14% False True 205
100 0.7846 0.7504 0.0343 4.5% 0.0032 0.4% 14% False True 166
120 0.7846 0.7504 0.0343 4.5% 0.0030 0.4% 14% False True 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7837
2.618 0.7733
1.618 0.7670
1.000 0.7631
0.618 0.7606
HIGH 0.7567
0.618 0.7543
0.500 0.7535
0.382 0.7528
LOW 0.7504
0.618 0.7464
1.000 0.7440
1.618 0.7401
2.618 0.7337
4.250 0.7234
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 0.7546 0.7551
PP 0.7541 0.7550
S1 0.7535 0.7549

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

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