CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 01-Mar-2019

Day Change Summary
	Previous	Current
	28-Feb-2019	01-Mar-2019	Change	Change %	Previous Week
Open	0.7607	0.7595	-0.0012	-0.2%	0.7618
High	0.7614	0.7620	0.0006	0.1%	0.7630
Low	0.7575	0.7517	-0.0058	-0.8%	0.7517
Close	0.7613	0.7522	-0.0091	-1.2%	0.7522
Range	0.0040	0.0103	0.0063	159.5%	0.0113
ATR	0.0046	0.0050	0.0004	8.9%	0.0000
Volume	70,915	114,616	43,701	61.6%	357,585

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7860	0.7793	0.7578
R3	0.7758	0.7691	0.7550
R2	0.7655	0.7655	0.7540
R1	0.7588	0.7588	0.7531	0.7571
PP	0.7553	0.7553	0.7553	0.7544
S1	0.7486	0.7486	0.7512	0.7468
S2	0.7450	0.7450	0.7503
S3	0.7348	0.7383	0.7493
S4	0.7245	0.7281	0.7465

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7821	0.7584
R3	0.7782	0.7708	0.7553
R2	0.7669	0.7669	0.7542
R1	0.7595	0.7595	0.7532	0.7576
PP	0.7556	0.7556	0.7556	0.7546
S1	0.7482	0.7482	0.7511	0.7463
S2	0.7443	0.7443	0.7501
S3	0.7330	0.7369	0.7490
S4	0.7217	0.7256	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7630	0.7517	0.0113	1.5%	0.0054	0.7%	4%	False	True	71,517
10	0.7630	0.7517	0.0114	1.5%	0.0050	0.7%	4%	False	False	68,148
20	0.7660	0.7501	0.0159	2.1%	0.0048	0.6%	13%	False	False	66,818
40	0.7660	0.7336	0.0324	4.3%	0.0048	0.6%	57%	False	False	69,071
60	0.7660	0.7330	0.0330	4.4%	0.0048	0.6%	58%	False	False	63,967
80	0.7671	0.7330	0.0341	4.5%	0.0046	0.6%	56%	False	False	48,179
100	0.7761	0.7330	0.0431	5.7%	0.0045	0.6%	44%	False	False	38,578
120	0.7846	0.7330	0.0516	6.9%	0.0042	0.6%	37%	False	False	32,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 221 trading days

Fibonacci Retracements and Extensions
4.250	0.8055
2.618	0.7888
1.618	0.7785
1.000	0.7722
0.618	0.7683
HIGH	0.7620
0.618	0.7580
0.500	0.7568
0.382	0.7556
LOW	0.7517
0.618	0.7454
1.000	0.7414
1.618	0.7351
2.618	0.7249
4.250	0.7081

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	0.7568	0.7572
PP	0.7553	0.7555
S1	0.7537	0.7538

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