CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Mar-2019
Day Change Summary
Previous Current
07-Mar-2019 08-Mar-2019 Change Change % Previous Week
Open 0.7442 0.7435 -0.0006 -0.1% 0.7531
High 0.7457 0.7469 0.0012 0.2% 0.7535
Low 0.7427 0.7428 0.0001 0.0% 0.7427
Close 0.7433 0.7457 0.0025 0.3% 0.7457
Range 0.0030 0.0042 0.0012 38.3% 0.0108
ATR 0.0047 0.0047 0.0000 -0.8% 0.0000
Volume 78,191 89,938 11,747 15.0% 386,949
Daily Pivots for day following 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7576 0.7558 0.7480
R3 0.7534 0.7516 0.7468
R2 0.7493 0.7493 0.7465
R1 0.7475 0.7475 0.7461 0.7484
PP 0.7451 0.7451 0.7451 0.7456
S1 0.7433 0.7433 0.7453 0.7442
S2 0.7410 0.7410 0.7449
S3 0.7368 0.7392 0.7446
S4 0.7327 0.7350 0.7434
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7797 0.7735 0.7516
R3 0.7689 0.7627 0.7487
R2 0.7581 0.7581 0.7477
R1 0.7519 0.7519 0.7467 0.7496
PP 0.7473 0.7473 0.7473 0.7462
S1 0.7411 0.7411 0.7447 0.7388
S2 0.7365 0.7365 0.7437
S3 0.7257 0.7303 0.7427
S4 0.7149 0.7195 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7427 0.0108 1.4% 0.0039 0.5% 28% False False 77,389
10 0.7630 0.7427 0.0203 2.7% 0.0046 0.6% 15% False False 74,453
20 0.7630 0.7427 0.0203 2.7% 0.0046 0.6% 15% False False 69,121
40 0.7660 0.7427 0.0233 3.1% 0.0045 0.6% 13% False False 67,470
60 0.7660 0.7330 0.0330 4.4% 0.0045 0.6% 39% False False 69,189
80 0.7660 0.7330 0.0330 4.4% 0.0046 0.6% 39% False False 53,005
100 0.7761 0.7330 0.0431 5.8% 0.0045 0.6% 29% False False 42,444
120 0.7846 0.7330 0.0516 6.9% 0.0042 0.6% 25% False False 35,379
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 True
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 0.7645
2.618 0.7578
1.618 0.7536
1.000 0.7511
0.618 0.7495
HIGH 0.7469
0.618 0.7453
0.500 0.7448
0.382 0.7443
LOW 0.7428
0.618 0.7402
1.000 0.7386
1.618 0.7360
2.618 0.7319
4.250 0.7251
Fisher Pivots for day following 08-Mar-2019
Pivot 1 day 3 day
R1 0.7454 0.7459
PP 0.7451 0.7458
S1 0.7448 0.7458

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

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