CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Feb-2019
Day Change Summary
Previous Current
27-Feb-2019 28-Feb-2019 Change Change % Previous Week
Open 0.7596 0.7607 0.0012 0.2% 0.7552
High 0.7627 0.7614 -0.0013 -0.2% 0.7619
Low 0.7593 0.7575 -0.0019 -0.2% 0.7534
Close 0.7608 0.7613 0.0005 0.1% 0.7616
Range 0.0034 0.0040 0.0006 16.2% 0.0084
ATR 0.0046 0.0046 0.0000 -1.0% 0.0000
Volume 57,343 70,915 13,572 23.7% 277,339
Daily Pivots for day following 28-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7719 0.7706 0.7635
R3 0.7680 0.7666 0.7624
R2 0.7640 0.7640 0.7620
R1 0.7627 0.7627 0.7617 0.7633
PP 0.7601 0.7601 0.7601 0.7604
S1 0.7587 0.7587 0.7609 0.7594
S2 0.7561 0.7561 0.7606
S3 0.7522 0.7548 0.7602
S4 0.7482 0.7508 0.7591
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7843 0.7814 0.7662
R3 0.7758 0.7729 0.7639
R2 0.7674 0.7674 0.7631
R1 0.7645 0.7645 0.7623 0.7659
PP 0.7589 0.7589 0.7589 0.7597
S1 0.7560 0.7560 0.7608 0.7575
S2 0.7505 0.7505 0.7600
S3 0.7420 0.7476 0.7592
S4 0.7336 0.7391 0.7569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7630 0.7556 0.0075 1.0% 0.0046 0.6% 77% False False 61,572
10 0.7630 0.7501 0.0129 1.7% 0.0046 0.6% 87% False False 63,874
20 0.7660 0.7501 0.0159 2.1% 0.0044 0.6% 71% False False 66,019
40 0.7660 0.7332 0.0327 4.3% 0.0047 0.6% 86% False False 68,401
60 0.7660 0.7330 0.0330 4.3% 0.0047 0.6% 86% False False 62,082
80 0.7682 0.7330 0.0352 4.6% 0.0045 0.6% 81% False False 46,761
100 0.7772 0.7330 0.0442 5.8% 0.0044 0.6% 64% False False 37,432
120 0.7846 0.7330 0.0516 6.8% 0.0042 0.5% 55% False False 31,203
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7782
2.618 0.7717
1.618 0.7678
1.000 0.7654
0.618 0.7638
HIGH 0.7614
0.618 0.7599
0.500 0.7594
0.382 0.7590
LOW 0.7575
0.618 0.7550
1.000 0.7535
1.618 0.7511
2.618 0.7471
4.250 0.7407
Fisher Pivots for day following 28-Feb-2019
Pivot 1 day 3 day
R1 0.7607 0.7606
PP 0.7601 0.7600
S1 0.7594 0.7593

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

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