CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 18-Dec-2018

Day Change Summary
	Previous	Current
	17-Dec-2018	18-Dec-2018	Change	Change %	Previous Week
Open	0.7489	0.7473	-0.0017	-0.2%	0.7521
High	0.7494	0.7484	-0.0010	-0.1%	0.7539
Low	0.7467	0.7425	-0.0042	-0.6%	0.7467
Close	0.7474	0.7427	-0.0047	-0.6%	0.7493
Range	0.0027	0.0059	0.0032	116.7%	0.0072
ATR	0.0045	0.0046	0.0001	2.2%	0.0000
Volume	61,608	86,527	24,919	40.4%	278,498

Daily Pivots for day following 18-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7582	0.7459
R3	0.7562	0.7524	0.7443
R2	0.7504	0.7504	0.7438
R1	0.7465	0.7465	0.7432	0.7455
PP	0.7445	0.7445	0.7445	0.7440
S1	0.7407	0.7407	0.7422	0.7397
S2	0.7387	0.7387	0.7416
S3	0.7328	0.7348	0.7411
S4	0.7270	0.7290	0.7395

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	0.7425	0.0098	1.3%	0.0036	0.5%	2%	False	True	71,732
10	0.7562	0.7425	0.0137	1.8%	0.0048	0.7%	1%	False	True	45,105
20	0.7618	0.7425	0.0193	2.6%	0.0049	0.7%	1%	False	True	23,185
40	0.7725	0.7425	0.0300	4.0%	0.0042	0.6%	1%	False	True	11,863
60	0.7846	0.7425	0.0421	5.7%	0.0041	0.5%	0%	False	True	7,935
80	0.7846	0.7425	0.0421	5.7%	0.0039	0.5%	0%	False	True	5,964
100	0.7846	0.7425	0.0421	5.7%	0.0035	0.5%	0%	False	True	4,775
120	0.7846	0.7425	0.0421	5.7%	0.0033	0.4%	0%	False	True	3,981

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	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7637
1.618	0.7578
1.000	0.7542
0.618	0.7520
HIGH	0.7484
0.618	0.7461
0.500	0.7454
0.382	0.7447
LOW	0.7425
0.618	0.7389
1.000	0.7367
1.618	0.7330
2.618	0.7272
4.250	0.7176

Fisher Pivots for day following 18-Dec-2018
Pivot	1 day	3 day
R1	0.7454	0.7466
PP	0.7445	0.7453
S1	0.7436	0.7440

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