CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Jan-2019
Day Change Summary
Previous Current
16-Jan-2019 17-Jan-2019 Change Change % Previous Week
Open 0.7547 0.7556 0.0009 0.1% 0.7484
High 0.7567 0.7559 -0.0007 -0.1% 0.7600
Low 0.7539 0.7519 -0.0020 -0.3% 0.7484
Close 0.7559 0.7547 -0.0011 -0.2% 0.7547
Range 0.0028 0.0041 0.0013 44.6% 0.0116
ATR 0.0045 0.0045 0.0000 -0.7% 0.0000
Volume 48,829 74,080 25,251 51.7% 374,289
Daily Pivots for day following 17-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7663 0.7646 0.7569
R3 0.7623 0.7605 0.7558
R2 0.7582 0.7582 0.7554
R1 0.7565 0.7565 0.7551 0.7553
PP 0.7542 0.7542 0.7542 0.7536
S1 0.7524 0.7524 0.7543 0.7513
S2 0.7501 0.7501 0.7540
S3 0.7460 0.7483 0.7536
S4 0.7420 0.7443 0.7525
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 0.7597 0.7519 0.0078 1.0% 0.0037 0.5% 37% False True 58,839
10 0.7600 0.7425 0.0175 2.3% 0.0043 0.6% 70% False False 69,922
20 0.7600 0.7330 0.0270 3.6% 0.0046 0.6% 81% False False 71,609
40 0.7618 0.7330 0.0288 3.8% 0.0047 0.6% 75% False False 47,397
60 0.7725 0.7330 0.0395 5.2% 0.0044 0.6% 55% False False 31,778
80 0.7846 0.7330 0.0516 6.8% 0.0042 0.6% 42% False False 23,853
100 0.7846 0.7330 0.0516 6.8% 0.0040 0.5% 42% False False 19,093
120 0.7846 0.7330 0.0516 6.8% 0.0037 0.5% 42% False False 15,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7665
1.618 0.7625
1.000 0.7600
0.618 0.7584
HIGH 0.7559
0.618 0.7544
0.500 0.7539
0.382 0.7534
LOW 0.7519
0.618 0.7493
1.000 0.7478
1.618 0.7453
2.618 0.7412
4.250 0.7346
Fisher Pivots for day following 17-Jan-2019
Pivot 1 day 3 day
R1 0.7544 0.7546
PP 0.7542 0.7546
S1 0.7539 0.7545

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

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