CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 0.7856 0.7793 -0.0063 -0.8% 0.7816
High 0.7870 0.7815 -0.0056 -0.7% 0.7898
Low 0.7856 0.7793 -0.0063 -0.8% 0.7750
Close 0.7856 0.7815 -0.0041 -0.5% 0.7864
Range 0.0015 0.0022 0.0007 48.3% 0.0148
ATR 0.0034 0.0036 0.0002 6.0% 0.0000
Volume 2 1 -1 -50.0% 66
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 0.7872 0.7865 0.7826
R3 0.7850 0.7843 0.7820
R2 0.7829 0.7829 0.7818
R1 0.7822 0.7822 0.7816 0.7825
PP 0.7807 0.7807 0.7807 0.7809
S1 0.7800 0.7800 0.7813 0.7804
S2 0.7786 0.7786 0.7811
S3 0.7764 0.7779 0.7809
S4 0.7743 0.7757 0.7803
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8281 0.8220 0.7945
R3 0.8133 0.8072 0.7904
R2 0.7985 0.7985 0.7891
R1 0.7924 0.7924 0.7877 0.7955
PP 0.7837 0.7837 0.7837 0.7852
S1 0.7776 0.7776 0.7850 0.7807
S2 0.7689 0.7689 0.7836
S3 0.7541 0.7628 0.7823
S4 0.7393 0.7480 0.7782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7793 0.0105 1.3% 0.0027 0.3% 20% False True 10
10 0.7898 0.7750 0.0148 1.9% 0.0028 0.4% 44% False False 8
20 0.7979 0.7750 0.0229 2.9% 0.0023 0.3% 28% False False 6
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7906
2.618 0.7871
1.618 0.7849
1.000 0.7836
0.618 0.7828
HIGH 0.7815
0.618 0.7806
0.500 0.7804
0.382 0.7801
LOW 0.7793
0.618 0.7780
1.000 0.7772
1.618 0.7758
2.618 0.7737
4.250 0.7702
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 0.7811 0.7846
PP 0.7807 0.7835
S1 0.7804 0.7825

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

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