CME Canadian Dollar Future June 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	0.7624	0.7612	-0.0012	-0.2%	0.7636
High	0.7629	0.7635	0.0006	0.1%	0.7646
Low	0.7592	0.7534	-0.0058	-0.8%	0.7534
Close	0.7629	0.7537	-0.0092	-1.2%	0.7537
Range	0.0037	0.0101	0.0064	173.0%	0.0112
ATR	0.0041	0.0045	0.0004	10.5%	0.0000
Volume	787	1,589	802	101.9%	5,852

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7805	0.7593
R3	0.7771	0.7704	0.7565
R2	0.7670	0.7670	0.7556
R1	0.7603	0.7603	0.7546	0.7586
PP	0.7569	0.7569	0.7569	0.7560
S1	0.7502	0.7502	0.7528	0.7485
S2	0.7468	0.7468	0.7518
S3	0.7367	0.7401	0.7509
S4	0.7266	0.7300	0.7481

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7835	0.7599
R3	0.7796	0.7723	0.7568
R2	0.7684	0.7684	0.7558
R1	0.7611	0.7611	0.7547	0.7592
PP	0.7572	0.7572	0.7572	0.7563
S1	0.7499	0.7499	0.7527	0.7480
S2	0.7460	0.7460	0.7516
S3	0.7348	0.7387	0.7506
S4	0.7236	0.7275	0.7475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7646	0.7534	0.0112	1.5%	0.0050	0.7%	3%	False	True	1,170
10	0.7646	0.7534	0.0112	1.5%	0.0045	0.6%	3%	False	True	1,100
20	0.7675	0.7517	0.0158	2.1%	0.0043	0.6%	13%	False	False	647
40	0.7675	0.7350	0.0325	4.3%	0.0042	0.6%	58%	False	False	380
60	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	58%	False	False	297
80	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	58%	False	False	229
100	0.7765	0.7347	0.0418	5.5%	0.0032	0.4%	45%	False	False	186
120	0.7857	0.7347	0.0510	6.8%	0.0029	0.4%	37%	False	False	156

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	0.0009
Widest range in 177 trading days

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.7899
1.618	0.7798
1.000	0.7736
0.618	0.7697
HIGH	0.7635
0.618	0.7596
0.500	0.7585
0.382	0.7573
LOW	0.7534
0.618	0.7472
1.000	0.7433
1.618	0.7371
2.618	0.7270
4.250	0.7105

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	0.7585	0.7588
PP	0.7569	0.7571
S1	0.7553	0.7554

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