CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 0.7483 0.7484 0.0002 0.0% 0.7560
High 0.7492 0.7523 0.0032 0.4% 0.7615
Low 0.7467 0.7484 0.0017 0.2% 0.7456
Close 0.7483 0.7507 0.0024 0.3% 0.7546
Range 0.0025 0.0039 0.0015 59.2% 0.0160
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 23,544 61,995 38,451 163.3% 30,761
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7622 0.7603 0.7528
R3 0.7583 0.7564 0.7517
R2 0.7544 0.7544 0.7514
R1 0.7525 0.7525 0.7510 0.7534
PP 0.7505 0.7505 0.7505 0.7509
S1 0.7486 0.7486 0.7503 0.7495
S2 0.7466 0.7466 0.7499
S3 0.7427 0.7447 0.7496
S4 0.7388 0.7408 0.7485
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.8017 0.7941 0.7633
R3 0.7858 0.7781 0.7589
R2 0.7698 0.7698 0.7575
R1 0.7622 0.7622 0.7560 0.7580
PP 0.7539 0.7539 0.7539 0.7518
S1 0.7462 0.7462 0.7531 0.7421
S2 0.7379 0.7379 0.7516
S3 0.7220 0.7303 0.7502
S4 0.7060 0.7143 0.7458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7562 0.7456 0.0106 1.4% 0.0052 0.7% 48% False False 28,156
10 0.7615 0.7456 0.0160 2.1% 0.0052 0.7% 32% False False 16,434
20 0.7633 0.7456 0.0178 2.4% 0.0049 0.6% 29% False False 8,711
40 0.7754 0.7456 0.0299 4.0% 0.0043 0.6% 17% False False 4,457
60 0.7846 0.7456 0.0391 5.2% 0.0040 0.5% 13% False False 2,995
80 0.7846 0.7456 0.0391 5.2% 0.0038 0.5% 13% False False 2,257
100 0.7846 0.7456 0.0391 5.2% 0.0035 0.5% 13% False False 1,809
120 0.7846 0.7456 0.0391 5.2% 0.0032 0.4% 13% False False 1,509
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7625
1.618 0.7586
1.000 0.7562
0.618 0.7547
HIGH 0.7523
0.618 0.7508
0.500 0.7504
0.382 0.7499
LOW 0.7484
0.618 0.7460
1.000 0.7445
1.618 0.7421
2.618 0.7382
4.250 0.7318
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 0.7506 0.7505
PP 0.7505 0.7504
S1 0.7504 0.7503

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

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