CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 30-Jan-2019

Day Change Summary
	Previous	Current
	29-Jan-2019	30-Jan-2019	Change	Change %	Previous Week
Open	0.7550	0.7544	-0.0005	-0.1%	0.7551
High	0.7561	0.7632	0.0071	0.9%	0.7577
Low	0.7536	0.7538	0.0002	0.0%	0.7486
Close	0.7537	0.7626	0.0089	1.2%	0.7569
Range	0.0025	0.0094	0.0069	276.0%	0.0091
ATR	0.0045	0.0049	0.0004	8.0%	0.0000
Volume	49,136	89,074	39,938	81.3%	262,725

Daily Pivots for day following 30-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7847	0.7677
R3	0.7787	0.7753	0.7651
R2	0.7693	0.7693	0.7643
R1	0.7659	0.7659	0.7634	0.7676
PP	0.7599	0.7599	0.7599	0.7607
S1	0.7565	0.7565	0.7617	0.7582
S2	0.7505	0.7505	0.7608
S3	0.7411	0.7471	0.7600
S4	0.7317	0.7377	0.7574

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	0.7632	0.7486	0.0147	1.9%	0.0055	0.7%	96%	True	False	63,550
10	0.7632	0.7486	0.0147	1.9%	0.0048	0.6%	96%	True	False	63,790
20	0.7632	0.7332	0.0300	3.9%	0.0050	0.7%	98%	True	False	70,782
40	0.7632	0.7330	0.0302	4.0%	0.0048	0.6%	98%	True	False	60,114
60	0.7682	0.7330	0.0352	4.6%	0.0045	0.6%	84%	False	False	40,341
80	0.7772	0.7330	0.0442	5.8%	0.0044	0.6%	67%	False	False	30,285
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	57%	False	False	24,239
120	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	57%	False	False	20,205

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	0.0008
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7878
1.618	0.7784
1.000	0.7726
0.618	0.7690
HIGH	0.7632
0.618	0.7596
0.500	0.7585
0.382	0.7574
LOW	0.7538
0.618	0.7480
1.000	0.7444
1.618	0.7386
2.618	0.7292
4.250	0.7139

Fisher Pivots for day following 30-Jan-2019
Pivot	1 day	3 day
R1	0.7612	0.7612
PP	0.7599	0.7598
S1	0.7585	0.7584

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