CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Jan-2019
Day Change Summary
Previous Current
22-Jan-2019 23-Jan-2019 Change Change % Previous Week
Open 0.7551 0.7499 -0.0052 -0.7% 0.7551
High 0.7556 0.7526 -0.0030 -0.4% 0.7572
Low 0.7496 0.7488 -0.0008 -0.1% 0.7519
Close 0.7501 0.7501 0.0001 0.0% 0.7546
Range 0.0061 0.0039 -0.0022 -36.4% 0.0054
ATR 0.0046 0.0045 -0.0001 -1.1% 0.0000
Volume 78,422 58,444 -19,978 -25.5% 290,369
Daily Pivots for day following 23-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7620 0.7599 0.7522
R3 0.7582 0.7561 0.7512
R2 0.7543 0.7543 0.7508
R1 0.7522 0.7522 0.7505 0.7533
PP 0.7505 0.7505 0.7505 0.7510
S1 0.7484 0.7484 0.7497 0.7494
S2 0.7466 0.7466 0.7494
S3 0.7428 0.7445 0.7490
S4 0.7389 0.7407 0.7480
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7706 0.7679 0.7575
R3 0.7652 0.7626 0.7560
R2 0.7599 0.7599 0.7555
R1 0.7572 0.7572 0.7550 0.7559
PP 0.7545 0.7545 0.7545 0.7539
S1 0.7519 0.7519 0.7541 0.7505
S2 0.7492 0.7492 0.7536
S3 0.7438 0.7465 0.7531
S4 0.7385 0.7412 0.7516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7570 0.7488 0.0083 1.1% 0.0041 0.6% 16% False True 64,031
10 0.7600 0.7488 0.0112 1.5% 0.0041 0.5% 12% False True 65,985
20 0.7600 0.7330 0.0270 3.6% 0.0045 0.6% 63% False False 67,581
40 0.7615 0.7330 0.0285 3.8% 0.0046 0.6% 60% False False 52,300
60 0.7682 0.7330 0.0352 4.7% 0.0044 0.6% 49% False False 35,059
80 0.7846 0.7330 0.0516 6.9% 0.0043 0.6% 33% False False 26,316
100 0.7846 0.7330 0.0516 6.9% 0.0041 0.5% 33% False False 21,065
120 0.7846 0.7330 0.0516 6.9% 0.0038 0.5% 33% False False 17,558
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7690
2.618 0.7627
1.618 0.7588
1.000 0.7565
0.618 0.7550
HIGH 0.7526
0.618 0.7511
0.500 0.7507
0.382 0.7502
LOW 0.7488
0.618 0.7464
1.000 0.7449
1.618 0.7425
2.618 0.7387
4.250 0.7324
Fisher Pivots for day following 23-Jan-2019
Pivot 1 day 3 day
R1 0.7507 0.7529
PP 0.7505 0.7520
S1 0.7503 0.7510

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

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