CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-Mar-2019
Day Change Summary
Previous Current
06-Mar-2019 07-Mar-2019 Change Change % Previous Week
Open 0.7489 0.7442 -0.0047 -0.6% 0.7618
High 0.7491 0.7457 -0.0033 -0.4% 0.7630
Low 0.7433 0.7427 -0.0006 -0.1% 0.7517
Close 0.7453 0.7433 -0.0021 -0.3% 0.7522
Range 0.0058 0.0030 -0.0027 -47.8% 0.0113
ATR 0.0048 0.0047 -0.0001 -2.7% 0.0000
Volume 98,331 78,191 -20,140 -20.5% 357,585
Daily Pivots for day following 07-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7529 0.7511 0.7449
R3 0.7499 0.7481 0.7441
R2 0.7469 0.7469 0.7438
R1 0.7451 0.7451 0.7435 0.7445
PP 0.7439 0.7439 0.7439 0.7436
S1 0.7421 0.7421 0.7430 0.7415
S2 0.7409 0.7409 0.7427
S3 0.7379 0.7391 0.7424
S4 0.7349 0.7361 0.7416
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 0.7427 0.0193 2.6% 0.0051 0.7% 3% False True 82,325
10 0.7630 0.7427 0.0203 2.7% 0.0049 0.7% 3% False True 71,948
20 0.7630 0.7427 0.0203 2.7% 0.0047 0.6% 3% False True 68,350
40 0.7660 0.7427 0.0233 3.1% 0.0046 0.6% 2% False True 67,740
60 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 31% False False 68,430
80 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 31% False False 51,886
100 0.7761 0.7330 0.0431 5.8% 0.0044 0.6% 24% False False 41,546
120 0.7846 0.7330 0.0516 6.9% 0.0042 0.6% 20% False False 34,631
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7536
1.618 0.7506
1.000 0.7487
0.618 0.7476
HIGH 0.7457
0.618 0.7446
0.500 0.7442
0.382 0.7438
LOW 0.7427
0.618 0.7408
1.000 0.7397
1.618 0.7378
2.618 0.7348
4.250 0.7299
Fisher Pivots for day following 07-Mar-2019
Pivot 1 day 3 day
R1 0.7442 0.7471
PP 0.7439 0.7458
S1 0.7436 0.7445

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

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