CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 11-Jan-2019

Day Change Summary
	Previous	Current
	10-Jan-2019	11-Jan-2019	Change	Change %	Previous Week
Open	0.7585	0.7565	-0.0020	-0.3%	0.7484
High	0.7585	0.7597	0.0012	0.2%	0.7600
Low	0.7554	0.7542	-0.0012	-0.2%	0.7484
Close	0.7572	0.7547	-0.0025	-0.3%	0.7547
Range	0.0032	0.0055	0.0023	73.0%	0.0116
ATR	0.0048	0.0049	0.0000	0.9%	0.0000
Volume	67,657	64,210	-3,447	-5.1%	374,289

Daily Pivots for day following 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7691	0.7577
R3	0.7671	0.7636	0.7562
R2	0.7616	0.7616	0.7557
R1	0.7582	0.7582	0.7552	0.7572
PP	0.7562	0.7562	0.7562	0.7557
S1	0.7527	0.7527	0.7542	0.7517
S2	0.7507	0.7507	0.7537
S3	0.7453	0.7473	0.7532
S4	0.7398	0.7418	0.7517

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7891	0.7835	0.7611
R3	0.7775	0.7719	0.7579
R2	0.7659	0.7659	0.7568
R1	0.7603	0.7603	0.7558	0.7631
PP	0.7543	0.7543	0.7543	0.7557
S1	0.7487	0.7487	0.7536	0.7515
S2	0.7427	0.7427	0.7526
S3	0.7311	0.7371	0.7515
S4	0.7195	0.7255	0.7483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7600	0.7484	0.0116	1.5%	0.0046	0.6%	55%	False	False	74,857
10	0.7600	0.7330	0.0270	3.6%	0.0052	0.7%	81%	False	False	77,763
20	0.7600	0.7330	0.0270	3.6%	0.0046	0.6%	81%	False	False	74,943
40	0.7633	0.7330	0.0303	4.0%	0.0047	0.6%	72%	False	False	41,827
60	0.7754	0.7330	0.0424	5.6%	0.0044	0.6%	51%	False	False	27,952
80	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	42%	False	False	20,982
100	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	42%	False	False	16,794
120	0.7846	0.7330	0.0516	6.8%	0.0037	0.5%	42%	False	False	13,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7828
2.618	0.7739
1.618	0.7685
1.000	0.7651
0.618	0.7630
HIGH	0.7597
0.618	0.7576
0.500	0.7569
0.382	0.7563
LOW	0.7542
0.618	0.7508
1.000	0.7487
1.618	0.7454
2.618	0.7399
4.250	0.7310

Fisher Pivots for day following 11-Jan-2019
Pivot	1 day	3 day
R1	0.7569	0.7571
PP	0.7562	0.7563
S1	0.7554	0.7555

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