CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-Jan-2019
Day Change Summary
Previous Current
04-Jan-2019 07-Jan-2019 Change Change % Previous Week
Open 0.7432 0.7484 0.0052 0.7% 0.7346
High 0.7490 0.7544 0.0054 0.7% 0.7490
Low 0.7425 0.7484 0.0059 0.8% 0.7330
Close 0.7479 0.7533 0.0055 0.7% 0.7479
Range 0.0065 0.0060 -0.0005 -8.4% 0.0160
ATR 0.0049 0.0050 0.0001 2.3% 0.0000
Volume 94,945 71,448 -23,497 -24.7% 334,742
Daily Pivots for day following 07-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7700 0.7677 0.7566
R3 0.7640 0.7617 0.7550
R2 0.7580 0.7580 0.7544
R1 0.7557 0.7557 0.7539 0.7568
PP 0.7520 0.7520 0.7520 0.7526
S1 0.7497 0.7497 0.7528 0.7508
S2 0.7460 0.7460 0.7522
S3 0.7400 0.7437 0.7517
S4 0.7340 0.7377 0.7500
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7913 0.7856 0.7567
R3 0.7753 0.7696 0.7523
R2 0.7593 0.7593 0.7508
R1 0.7536 0.7536 0.7493 0.7564
PP 0.7433 0.7433 0.7433 0.7447
S1 0.7376 0.7376 0.7464 0.7404
S2 0.7273 0.7273 0.7449
S3 0.7113 0.7216 0.7435
S4 0.6953 0.7056 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7544 0.7330 0.0214 2.8% 0.0062 0.8% 95% True False 81,238
10 0.7544 0.7330 0.0214 2.8% 0.0051 0.7% 95% True False 72,017
20 0.7562 0.7330 0.0232 3.1% 0.0048 0.6% 88% False False 66,497
40 0.7657 0.7330 0.0327 4.3% 0.0047 0.6% 62% False False 34,281
60 0.7761 0.7330 0.0431 5.7% 0.0043 0.6% 47% False False 22,913
80 0.7846 0.7330 0.0516 6.8% 0.0041 0.5% 39% False False 17,198
100 0.7846 0.7330 0.0516 6.8% 0.0039 0.5% 39% False False 13,766
120 0.7846 0.7330 0.0516 6.8% 0.0037 0.5% 39% False False 11,474
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7799
2.618 0.7701
1.618 0.7641
1.000 0.7604
0.618 0.7581
HIGH 0.7544
0.618 0.7521
0.500 0.7514
0.382 0.7506
LOW 0.7484
0.618 0.7446
1.000 0.7424
1.618 0.7386
2.618 0.7326
4.250 0.7229
Fisher Pivots for day following 07-Jan-2019
Pivot 1 day 3 day
R1 0.7527 0.7502
PP 0.7520 0.7471
S1 0.7514 0.7440

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

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