CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 0.7794 0.7757 -0.0037 -0.5% 0.7854
High 0.7822 0.7829 0.0007 0.1% 0.7891
Low 0.7772 0.7757 -0.0015 -0.2% 0.7747
Close 0.7809 0.7764 -0.0046 -0.6% 0.7751
Range 0.0050 0.0072 0.0022 45.4% 0.0144
ATR 0.0043 0.0045 0.0002 4.8% 0.0000
Volume 59 1 -58 -98.3% 31
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 0.7999 0.7953 0.7803
R3 0.7927 0.7881 0.7783
R2 0.7855 0.7855 0.7777
R1 0.7809 0.7809 0.7770 0.7832
PP 0.7783 0.7783 0.7783 0.7794
S1 0.7737 0.7737 0.7757 0.7760
S2 0.7711 0.7711 0.7750
S3 0.7639 0.7665 0.7744
S4 0.7567 0.7593 0.7724
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.8228 0.8134 0.7830
R3 0.8084 0.7990 0.7791
R2 0.7940 0.7940 0.7777
R1 0.7846 0.7846 0.7764 0.7821
PP 0.7796 0.7796 0.7796 0.7784
S1 0.7702 0.7702 0.7738 0.7677
S2 0.7652 0.7652 0.7725
S3 0.7508 0.7558 0.7711
S4 0.7364 0.7414 0.7672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7829 0.7718 0.0111 1.4% 0.0034 0.4% 41% True False 21
10 0.7891 0.7718 0.0174 2.2% 0.0030 0.4% 27% False False 13
20 0.7898 0.7718 0.0181 2.3% 0.0028 0.4% 25% False False 11
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 0.0005
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.8017
1.618 0.7945
1.000 0.7900
0.618 0.7873
HIGH 0.7829
0.618 0.7801
0.500 0.7793
0.382 0.7784
LOW 0.7757
0.618 0.7712
1.000 0.7685
1.618 0.7640
2.618 0.7568
4.250 0.7451
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 0.7793 0.7773
PP 0.7783 0.7770
S1 0.7773 0.7767

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.