CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 03-Dec-2018

Day Change Summary
	Previous	Current
	30-Nov-2018	03-Dec-2018	Change	Change %	Previous Week
Open	0.7547	0.7560	0.0013	0.2%	0.7578
High	0.7547	0.7615	0.0068	0.9%	0.7595
Low	0.7518	0.7556	0.0038	0.5%	0.7504
Close	0.7541	0.7586	0.0045	0.6%	0.7541
Range	0.0029	0.0059	0.0030	103.4%	0.0092
ATR	0.0041	0.0044	0.0002	5.7%	0.0000
Volume	3,250	1,514	-1,736	-53.4%	5,177

Daily Pivots for day following 03-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7733	0.7618
R3	0.7704	0.7674	0.7602
R2	0.7645	0.7645	0.7597
R1	0.7615	0.7615	0.7591	0.7630
PP	0.7586	0.7586	0.7586	0.7593
S1	0.7556	0.7556	0.7581	0.7571
S2	0.7527	0.7527	0.7575
S3	0.7468	0.7497	0.7570
S4	0.7409	0.7438	0.7554

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7821	0.7773	0.7591
R3	0.7730	0.7681	0.7566
R2	0.7638	0.7638	0.7558
R1	0.7590	0.7590	0.7549	0.7568
PP	0.7547	0.7547	0.7547	0.7536
S1	0.7498	0.7498	0.7533	0.7477
S2	0.7455	0.7455	0.7524
S3	0.7364	0.7407	0.7516
S4	0.7272	0.7315	0.7491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7615	0.7504	0.0112	1.5%	0.0047	0.6%	74%	True	False	1,295
10	0.7627	0.7504	0.0124	1.6%	0.0048	0.6%	67%	False	False	826
20	0.7671	0.7504	0.0167	2.2%	0.0041	0.5%	49%	False	False	813
40	0.7761	0.7504	0.0258	3.4%	0.0040	0.5%	32%	False	False	493
60	0.7846	0.7504	0.0343	4.5%	0.0037	0.5%	24%	False	False	348
80	0.7846	0.7504	0.0343	4.5%	0.0035	0.5%	24%	False	False	268
100	0.7846	0.7504	0.0343	4.5%	0.0033	0.4%	24%	False	False	217
120	0.7846	0.7504	0.0343	4.5%	0.0031	0.4%	24%	False	False	185

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7866
2.618	0.7769
1.618	0.7710
1.000	0.7674
0.618	0.7651
HIGH	0.7615
0.618	0.7592
0.500	0.7586
0.382	0.7579
LOW	0.7556
0.618	0.7520
1.000	0.7497
1.618	0.7461
2.618	0.7402
4.250	0.7305

Fisher Pivots for day following 03-Dec-2018
Pivot	1 day	3 day
R1	0.7586	0.7580
PP	0.7586	0.7573
S1	0.7586	0.7567

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