CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 05-Feb-2019

Day Change Summary
	Previous	Current
	04-Feb-2019	05-Feb-2019	Change	Change %	Previous Week
Open	0.7650	0.7631	-0.0019	-0.2%	0.7575
High	0.7650	0.7640	-0.0009	-0.1%	0.7660
Low	0.7614	0.7610	-0.0004	-0.1%	0.7536
Close	0.7628	0.7616	-0.0013	-0.2%	0.7648
Range	0.0036	0.0030	-0.0005	-15.5%	0.0124
ATR	0.0046	0.0045	-0.0001	-2.5%	0.0000
Volume	60,187	48,633	-11,554	-19.2%	382,334

Daily Pivots for day following 05-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7694	0.7632
R3	0.7682	0.7664	0.7624
R2	0.7652	0.7652	0.7621
R1	0.7634	0.7634	0.7618	0.7628
PP	0.7622	0.7622	0.7622	0.7619
S1	0.7604	0.7604	0.7613	0.7598
S2	0.7592	0.7592	0.7610
S3	0.7562	0.7574	0.7607
S4	0.7532	0.7544	0.7599

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7986	0.7941	0.7716
R3	0.7862	0.7817	0.7682
R2	0.7738	0.7738	0.7671
R1	0.7693	0.7693	0.7659	0.7716
PP	0.7614	0.7614	0.7614	0.7626
S1	0.7569	0.7569	0.7637	0.7592
S2	0.7490	0.7490	0.7625
S3	0.7366	0.7445	0.7614
S4	0.7242	0.7321	0.7580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7660	0.7538	0.0122	1.6%	0.0047	0.6%	64%	False	False	77,667
10	0.7660	0.7486	0.0174	2.3%	0.0046	0.6%	75%	False	False	67,545
20	0.7660	0.7486	0.0174	2.3%	0.0043	0.6%	75%	False	False	67,354
40	0.7660	0.7330	0.0330	4.3%	0.0046	0.6%	87%	False	False	66,925
60	0.7660	0.7330	0.0330	4.3%	0.0045	0.6%	87%	False	False	45,305
80	0.7761	0.7330	0.0431	5.7%	0.0043	0.6%	66%	False	False	34,024
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	55%	False	False	27,230
120	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	55%	False	False	22,698

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7719
1.618	0.7689
1.000	0.7670
0.618	0.7659
HIGH	0.7640
0.618	0.7629
0.500	0.7625
0.382	0.7621
LOW	0.7610
0.618	0.7591
1.000	0.7580
1.618	0.7561
2.618	0.7531
4.250	0.7482

Fisher Pivots for day following 05-Feb-2019
Pivot	1 day	3 day
R1	0.7625	0.7634
PP	0.7622	0.7628
S1	0.7619	0.7622

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