CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 31-Dec-2018

Day Change Summary
	Previous	Current
	28-Dec-2018	31-Dec-2018	Change	Change %	Previous Week
Open	0.7355	0.7346	-0.0009	-0.1%	0.7370
High	0.7369	0.7360	-0.0009	-0.1%	0.7386
Low	0.7333	0.7330	-0.0003	0.0%	0.7333
Close	0.7344	0.7351	0.0007	0.1%	0.7344
Range	0.0036	0.0030	-0.0006	-16.7%	0.0053
ATR	0.0044	0.0043	-0.0001	-2.3%	0.0000
Volume	68,600	38,357	-30,243	-44.1%	215,369

Daily Pivots for day following 31-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7437	0.7424	0.7368
R3	0.7407	0.7394	0.7359
R2	0.7377	0.7377	0.7357
R1	0.7364	0.7364	0.7354	0.7371
PP	0.7347	0.7347	0.7347	0.7350
S1	0.7334	0.7334	0.7348	0.7341
S2	0.7317	0.7317	0.7345
S3	0.7287	0.7304	0.7343
S4	0.7257	0.7274	0.7334

Weekly Pivots for week ending 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7482	0.7373
R3	0.7460	0.7429	0.7359
R2	0.7407	0.7407	0.7354
R1	0.7376	0.7376	0.7349	0.7365
PP	0.7354	0.7354	0.7354	0.7349
S1	0.7323	0.7323	0.7339	0.7312
S2	0.7301	0.7301	0.7334
S3	0.7248	0.7270	0.7329
S4	0.7195	0.7217	0.7315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7386	0.7330	0.0056	0.8%	0.0034	0.5%	38%	False	True	50,745
10	0.7494	0.7330	0.0164	2.2%	0.0042	0.6%	13%	False	True	67,965
20	0.7615	0.7330	0.0285	3.9%	0.0046	0.6%	7%	False	True	49,445
40	0.7682	0.7330	0.0352	4.8%	0.0043	0.6%	6%	False	True	25,121
60	0.7772	0.7330	0.0442	6.0%	0.0042	0.6%	5%	False	True	16,786
80	0.7846	0.7330	0.0516	7.0%	0.0039	0.5%	4%	False	True	12,603
100	0.7846	0.7330	0.0516	7.0%	0.0037	0.5%	4%	False	True	10,089
120	0.7846	0.7330	0.0516	7.0%	0.0035	0.5%	4%	False	True	8,410

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7488
2.618	0.7439
1.618	0.7409
1.000	0.7390
0.618	0.7379
HIGH	0.7360
0.618	0.7349
0.500	0.7345
0.382	0.7341
LOW	0.7330
0.618	0.7311
1.000	0.7300
1.618	0.7281
2.618	0.7251
4.250	0.7202

Fisher Pivots for day following 31-Dec-2018
Pivot	1 day	3 day
R1	0.7349	0.7358
PP	0.7347	0.7356
S1	0.7345	0.7353

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