CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 0.7818 0.7816 -0.0002 0.0% 0.7842
High 0.7834 0.7816 -0.0018 -0.2% 0.7853
Low 0.7807 0.7816 0.0009 0.1% 0.7800
Close 0.7827 0.7816 -0.0011 -0.1% 0.7827
Range 0.0028 0.0000 -0.0028 -100.0% 0.0053
ATR 0.0030 0.0029 -0.0001 -4.7% 0.0000
Volume 11 0 -11 -100.0% 30
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 0.7816 0.7816 0.7816
R3 0.7816 0.7816 0.7816
R2 0.7816 0.7816 0.7816
R1 0.7816 0.7816 0.7816 0.7816
PP 0.7816 0.7816 0.7816 0.7816
S1 0.7816 0.7816 0.7816 0.7816
S2 0.7816 0.7816 0.7816
S3 0.7816 0.7816 0.7816
S4 0.7816 0.7816 0.7816
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7986 0.7959 0.7856
R3 0.7933 0.7906 0.7841
R2 0.7880 0.7880 0.7836
R1 0.7853 0.7853 0.7831 0.7840
PP 0.7827 0.7827 0.7827 0.7820
S1 0.7800 0.7800 0.7822 0.7787
S2 0.7774 0.7774 0.7817
S3 0.7721 0.7747 0.7812
S4 0.7668 0.7694 0.7797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7851 0.7800 0.0051 0.6% 0.0024 0.3% 32% False False 5
10 0.7853 0.7800 0.0053 0.7% 0.0016 0.2% 30% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7816
1.618 0.7816
1.000 0.7816
0.618 0.7816
HIGH 0.7816
0.618 0.7816
0.500 0.7816
0.382 0.7816
LOW 0.7816
0.618 0.7816
1.000 0.7816
1.618 0.7816
2.618 0.7816
4.250 0.7816
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 0.7816 0.7817
PP 0.7816 0.7817
S1 0.7816 0.7816

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

View Archives - Comment on this page... - Back to Index of Symbols