CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 21-Feb-2019

Day Change Summary
	Previous	Current
	20-Feb-2019	21-Feb-2019	Change	Change %	Previous Week
Open	0.7573	0.7595	0.0022	0.3%	0.7541
High	0.7610	0.7602	-0.0008	-0.1%	0.7584
Low	0.7572	0.7561	-0.0011	-0.1%	0.7501
Close	0.7607	0.7567	-0.0041	-0.5%	0.7552
Range	0.0038	0.0041	0.0003	7.8%	0.0083
ATR	0.0046	0.0046	0.0000	0.1%	0.0000
Volume	71,015	73,029	2,014	2.8%	278,503

Daily Pivots for day following 21-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7675	0.7589
R3	0.7659	0.7634	0.7578
R2	0.7618	0.7618	0.7574
R1	0.7592	0.7592	0.7570	0.7584
PP	0.7576	0.7576	0.7576	0.7572
S1	0.7551	0.7551	0.7563	0.7543
S2	0.7535	0.7535	0.7559
S3	0.7493	0.7509	0.7555
S4	0.7452	0.7468	0.7544

Weekly Pivots for week ending 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7795	0.7756	0.7597
R3	0.7712	0.7673	0.7574
R2	0.7629	0.7629	0.7567
R1	0.7590	0.7590	0.7559	0.7609
PP	0.7546	0.7546	0.7546	0.7555
S1	0.7507	0.7507	0.7544	0.7526
S2	0.7462	0.7462	0.7536
S3	0.7379	0.7424	0.7529
S4	0.7296	0.7341	0.7506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7610	0.7501	0.0109	1.4%	0.0045	0.6%	60%	False	False	66,177
10	0.7610	0.7501	0.0109	1.4%	0.0046	0.6%	60%	False	False	64,752
20	0.7660	0.7486	0.0174	2.3%	0.0046	0.6%	47%	False	False	66,514
40	0.7660	0.7330	0.0330	4.4%	0.0045	0.6%	72%	False	False	67,048
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	72%	False	False	57,038
80	0.7682	0.7330	0.0352	4.6%	0.0044	0.6%	67%	False	False	42,923
100	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	46%	False	False	34,356
120	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	46%	False	False	28,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7778
2.618	0.7711
1.618	0.7669
1.000	0.7643
0.618	0.7628
HIGH	0.7602
0.618	0.7586
0.500	0.7581
0.382	0.7576
LOW	0.7561
0.618	0.7535
1.000	0.7519
1.618	0.7493
2.618	0.7452
4.250	0.7384

Fisher Pivots for day following 21-Feb-2019
Pivot	1 day	3 day
R1	0.7581	0.7572
PP	0.7576	0.7570
S1	0.7571	0.7568

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