CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 0.7866 0.7857 -0.0009 -0.1% 0.7816
High 0.7866 0.7869 0.0003 0.0% 0.7898
Low 0.7865 0.7857 -0.0008 -0.1% 0.7750
Close 0.7865 0.7857 -0.0008 -0.1% 0.7864
Range 0.0002 0.0012 0.0010 666.7% 0.0148
ATR 0.0037 0.0035 -0.0002 -4.9% 0.0000
Volume 9 1 -8 -88.9% 66
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 0.7895 0.7888 0.7863
R3 0.7884 0.7876 0.7860
R2 0.7872 0.7872 0.7859
R1 0.7865 0.7865 0.7858 0.7863
PP 0.7861 0.7861 0.7861 0.7860
S1 0.7853 0.7853 0.7856 0.7851
S2 0.7849 0.7849 0.7855
S3 0.7838 0.7842 0.7854
S4 0.7826 0.7830 0.7851
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% 0.0017 0.2% 61% False False 11
10 0.7898 0.7750 0.0148 1.9% 0.0023 0.3% 72% False False 9
20 0.7948 0.7750 0.0198 2.5% 0.0022 0.3% 54% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7917
2.618 0.7899
1.618 0.7887
1.000 0.7880
0.618 0.7876
HIGH 0.7869
0.618 0.7864
0.500 0.7863
0.382 0.7861
LOW 0.7857
0.618 0.7850
1.000 0.7846
1.618 0.7838
2.618 0.7827
4.250 0.7808
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 0.7863 0.7848
PP 0.7861 0.7840
S1 0.7859 0.7831

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

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