CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 0.7841 0.7800 -0.0041 -0.5% 0.7850
High 0.7851 0.7835 -0.0016 -0.2% 0.7850
Low 0.7825 0.7800 -0.0025 -0.3% 0.7815
Close 0.7829 0.7830 0.0002 0.0% 0.7843
Range 0.0026 0.0035 0.0009 35.3% 0.0036
ATR
Volume 7 2 -5 -71.4% 5
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 0.7925 0.7912 0.7849
R3 0.7891 0.7878 0.7839
R2 0.7856 0.7856 0.7836
R1 0.7843 0.7843 0.7833 0.7850
PP 0.7822 0.7822 0.7822 0.7825
S1 0.7809 0.7809 0.7827 0.7815
S2 0.7787 0.7787 0.7824
S3 0.7752 0.7774 0.7821
S4 0.7718 0.7739 0.7811
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7942 0.7928 0.7862
R3 0.7907 0.7892 0.7852
R2 0.7871 0.7871 0.7849
R1 0.7857 0.7857 0.7846 0.7846
PP 0.7836 0.7836 0.7836 0.7830
S1 0.7821 0.7821 0.7839 0.7811
S2 0.7800 0.7800 0.7836
S3 0.7765 0.7786 0.7833
S4 0.7729 0.7750 0.7823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7800 0.0053 0.7% 0.0022 0.3% 57% False True 3
10 0.7948 0.7800 0.0148 1.9% 0.0020 0.3% 20% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7925
1.618 0.7890
1.000 0.7869
0.618 0.7856
HIGH 0.7835
0.618 0.7821
0.500 0.7817
0.382 0.7813
LOW 0.7800
0.618 0.7779
1.000 0.7765
1.618 0.7744
2.618 0.7710
4.250 0.7653
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 0.7826 0.7828
PP 0.7822 0.7827
S1 0.7817 0.7825

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

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