CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 0.7503 0.7507 0.0004 0.0% 0.7521
High 0.7513 0.7508 -0.0005 -0.1% 0.7539
Low 0.7487 0.7477 -0.0010 -0.1% 0.7467
Close 0.7503 0.7493 -0.0010 -0.1% 0.7493
Range 0.0026 0.0031 0.0005 17.3% 0.0072
ATR 0.0047 0.0046 -0.0001 -2.5% 0.0000
Volume 73,705 74,826 1,121 1.5% 278,498
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7584 0.7569 0.7510
R3 0.7554 0.7539 0.7501
R2 0.7523 0.7523 0.7499
R1 0.7508 0.7508 0.7496 0.7500
PP 0.7493 0.7493 0.7493 0.7489
S1 0.7477 0.7477 0.7490 0.7470
S2 0.7462 0.7462 0.7487
S3 0.7431 0.7447 0.7485
S4 0.7401 0.7416 0.7476
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7716 0.7676 0.7533
R3 0.7644 0.7604 0.7513
R2 0.7572 0.7572 0.7506
R1 0.7532 0.7532 0.7500 0.7516
PP 0.7500 0.7500 0.7500 0.7492
S1 0.7460 0.7460 0.7486 0.7444
S2 0.7428 0.7428 0.7480
S3 0.7356 0.7388 0.7473
S4 0.7284 0.7316 0.7453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7539 0.7467 0.0072 1.0% 0.0038 0.5% 36% False False 55,699
10 0.7615 0.7456 0.0160 2.1% 0.0051 0.7% 24% False False 30,925
20 0.7633 0.7456 0.0178 2.4% 0.0048 0.6% 21% False False 16,109
40 0.7725 0.7456 0.0270 3.6% 0.0042 0.6% 14% False False 8,166
60 0.7846 0.7456 0.0391 5.2% 0.0040 0.5% 10% False False 5,468
80 0.7846 0.7456 0.0391 5.2% 0.0038 0.5% 10% False False 4,113
100 0.7846 0.7456 0.0391 5.2% 0.0035 0.5% 10% False False 3,294
120 0.7846 0.7456 0.0391 5.2% 0.0033 0.4% 10% False False 2,747
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 True
3BNR True
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 0.7637
2.618 0.7587
1.618 0.7557
1.000 0.7538
0.618 0.7526
HIGH 0.7508
0.618 0.7496
0.500 0.7492
0.382 0.7489
LOW 0.7477
0.618 0.7458
1.000 0.7446
1.618 0.7428
2.618 0.7397
4.250 0.7347
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 0.7493 0.7500
PP 0.7493 0.7498
S1 0.7492 0.7495

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

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