CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 25-Jan-2019

Day Change Summary
	Previous	Current
	24-Jan-2019	25-Jan-2019	Change	Change %	Previous Week
Open	0.7503	0.7496	-0.0007	-0.1%	0.7551
High	0.7512	0.7577	0.0065	0.9%	0.7577
Low	0.7486	0.7495	0.0009	0.1%	0.7486
Close	0.7499	0.7569	0.0070	0.9%	0.7569
Range	0.0026	0.0082	0.0056	215.4%	0.0091
ATR	0.0044	0.0046	0.0003	6.3%	0.0000
Volume	54,800	71,059	16,259	29.7%	262,725

Daily Pivots for day following 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7763	0.7614
R3	0.7711	0.7681	0.7591
R2	0.7629	0.7629	0.7584
R1	0.7599	0.7599	0.7576	0.7614
PP	0.7547	0.7547	0.7547	0.7554
S1	0.7516	0.7516	0.7561	0.7532
S2	0.7464	0.7464	0.7553
S3	0.7382	0.7434	0.7546
S4	0.7300	0.7352	0.7523

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7784	0.7619
R3	0.7726	0.7693	0.7594
R2	0.7635	0.7635	0.7585
R1	0.7602	0.7602	0.7577	0.7618
PP	0.7544	0.7544	0.7544	0.7552
S1	0.7510	0.7510	0.7560	0.7527
S2	0.7452	0.7452	0.7552
S3	0.7361	0.7419	0.7543
S4	0.7270	0.7328	0.7518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7577	0.7486	0.0091	1.2%	0.0049	0.7%	91%	True	False	64,621
10	0.7597	0.7486	0.0111	1.5%	0.0043	0.6%	75%	False	False	61,730
20	0.7600	0.7330	0.0270	3.6%	0.0047	0.6%	88%	False	False	70,216
40	0.7615	0.7330	0.0285	3.8%	0.0047	0.6%	84%	False	False	55,434
60	0.7682	0.7330	0.0352	4.6%	0.0044	0.6%	68%	False	False	37,152
80	0.7831	0.7330	0.0501	6.6%	0.0043	0.6%	48%	False	False	27,887
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	46%	False	False	22,322
120	0.7846	0.7330	0.0516	6.8%	0.0038	0.5%	46%	False	False	18,606

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7925
2.618	0.7791
1.618	0.7709
1.000	0.7659
0.618	0.7627
HIGH	0.7577
0.618	0.7545
0.500	0.7536
0.382	0.7526
LOW	0.7495
0.618	0.7444
1.000	0.7412
1.618	0.7362
2.618	0.7280
4.250	0.7146

Fisher Pivots for day following 25-Jan-2019
Pivot	1 day	3 day
R1	0.7558	0.7556
PP	0.7547	0.7544
S1	0.7536	0.7531

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