CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 0.7507 0.7489 -0.0017 -0.2% 0.7521
High 0.7508 0.7494 -0.0014 -0.2% 0.7539
Low 0.7477 0.7467 -0.0011 -0.1% 0.7467
Close 0.7493 0.7474 -0.0019 -0.3% 0.7493
Range 0.0031 0.0027 -0.0004 -11.5% 0.0072
ATR 0.0046 0.0045 -0.0001 -3.0% 0.0000
Volume 74,826 61,608 -13,218 -17.7% 278,498
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7559 0.7544 0.7489
R3 0.7532 0.7517 0.7481
R2 0.7505 0.7505 0.7479
R1 0.7490 0.7490 0.7476 0.7484
PP 0.7478 0.7478 0.7478 0.7475
S1 0.7463 0.7463 0.7472 0.7457
S2 0.7451 0.7451 0.7469
S3 0.7424 0.7436 0.7467
S4 0.7397 0.7409 0.7459
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 0.7523 0.7467 0.0057 0.8% 0.0029 0.4% 13% False True 59,135
10 0.7613 0.7456 0.0158 2.1% 0.0048 0.6% 12% False False 36,935
20 0.7627 0.7456 0.0172 2.3% 0.0048 0.6% 11% False False 18,881
40 0.7725 0.7456 0.0270 3.6% 0.0042 0.6% 7% False False 9,701
60 0.7846 0.7456 0.0391 5.2% 0.0040 0.5% 5% False False 6,494
80 0.7846 0.7456 0.0391 5.2% 0.0039 0.5% 5% False False 4,883
100 0.7846 0.7456 0.0391 5.2% 0.0035 0.5% 5% False False 3,910
120 0.7846 0.7456 0.0391 5.2% 0.0033 0.4% 5% False False 3,260
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7608
2.618 0.7564
1.618 0.7537
1.000 0.7521
0.618 0.7510
HIGH 0.7494
0.618 0.7483
0.500 0.7480
0.382 0.7477
LOW 0.7467
0.618 0.7450
1.000 0.7440
1.618 0.7423
2.618 0.7396
4.250 0.7352
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 0.7480 0.7490
PP 0.7478 0.7485
S1 0.7476 0.7479

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

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