CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Jan-2019
Day Change Summary
Previous Current
11-Jan-2019 14-Jan-2019 Change Change % Previous Week
Open 0.7565 0.7551 -0.0014 -0.2% 0.7484
High 0.7597 0.7557 -0.0040 -0.5% 0.7600
Low 0.7542 0.7532 -0.0011 -0.1% 0.7484
Close 0.7547 0.7549 0.0001 0.0% 0.7547
Range 0.0055 0.0025 -0.0030 -54.1% 0.0116
ATR 0.0049 0.0047 -0.0002 -3.5% 0.0000
Volume 64,210 49,927 -14,283 -22.2% 374,289
Daily Pivots for day following 14-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7621 0.7610 0.7562
R3 0.7596 0.7585 0.7555
R2 0.7571 0.7571 0.7553
R1 0.7560 0.7560 0.7551 0.7553
PP 0.7546 0.7546 0.7546 0.7542
S1 0.7535 0.7535 0.7546 0.7528
S2 0.7521 0.7521 0.7544
S3 0.7496 0.7510 0.7542
S4 0.7471 0.7485 0.7535
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 0.7518 0.0082 1.1% 0.0039 0.5% 38% False False 70,553
10 0.7600 0.7330 0.0270 3.6% 0.0050 0.7% 81% False False 75,895
20 0.7600 0.7330 0.0270 3.6% 0.0046 0.6% 81% False False 73,754
40 0.7633 0.7330 0.0303 4.0% 0.0047 0.6% 72% False False 43,063
60 0.7725 0.7330 0.0395 5.2% 0.0044 0.6% 55% False False 28,783
80 0.7846 0.7330 0.0516 6.8% 0.0041 0.5% 42% False False 21,605
100 0.7846 0.7330 0.0516 6.8% 0.0040 0.5% 42% False False 17,293
120 0.7846 0.7330 0.0516 6.8% 0.0037 0.5% 42% False False 14,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7663
2.618 0.7622
1.618 0.7597
1.000 0.7582
0.618 0.7572
HIGH 0.7557
0.618 0.7547
0.500 0.7544
0.382 0.7541
LOW 0.7532
0.618 0.7516
1.000 0.7507
1.618 0.7491
2.618 0.7466
4.250 0.7425
Fisher Pivots for day following 14-Jan-2019
Pivot 1 day 3 day
R1 0.7547 0.7564
PP 0.7546 0.7559
S1 0.7544 0.7554

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

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