CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Mar-2019
Day Change Summary
Previous Current
05-Mar-2019 06-Mar-2019 Change Change % Previous Week
Open 0.7515 0.7489 -0.0027 -0.4% 0.7618
High 0.7515 0.7491 -0.0025 -0.3% 0.7630
Low 0.7487 0.7433 -0.0054 -0.7% 0.7517
Close 0.7496 0.7453 -0.0043 -0.6% 0.7522
Range 0.0028 0.0058 0.0030 105.4% 0.0113
ATR 0.0047 0.0048 0.0001 2.3% 0.0000
Volume 56,862 98,331 41,469 72.9% 357,585
Daily Pivots for day following 06-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7631 0.7600 0.7485
R3 0.7574 0.7542 0.7469
R2 0.7516 0.7516 0.7464
R1 0.7485 0.7485 0.7458 0.7472
PP 0.7459 0.7459 0.7459 0.7452
S1 0.7427 0.7427 0.7448 0.7414
S2 0.7401 0.7401 0.7442
S3 0.7344 0.7370 0.7437
S4 0.7286 0.7312 0.7421
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 0.7620 0.7433 0.0187 2.5% 0.0053 0.7% 11% False True 80,870
10 0.7630 0.7433 0.0197 2.6% 0.0050 0.7% 10% False True 71,432
20 0.7630 0.7433 0.0197 2.6% 0.0048 0.6% 10% False True 67,728
40 0.7660 0.7433 0.0227 3.0% 0.0046 0.6% 9% False True 67,541
60 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 37% False False 67,193
80 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 37% False False 50,911
100 0.7761 0.7330 0.0431 5.8% 0.0044 0.6% 29% False False 40,764
120 0.7846 0.7330 0.0516 6.9% 0.0042 0.6% 24% False False 33,979
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7641
1.618 0.7584
1.000 0.7548
0.618 0.7526
HIGH 0.7491
0.618 0.7469
0.500 0.7462
0.382 0.7455
LOW 0.7433
0.618 0.7397
1.000 0.7376
1.618 0.7340
2.618 0.7282
4.250 0.7189
Fisher Pivots for day following 06-Mar-2019
Pivot 1 day 3 day
R1 0.7462 0.7484
PP 0.7459 0.7474
S1 0.7456 0.7463

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

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