CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 0.7640 0.7635 -0.0005 -0.1% 0.7565
High 0.7642 0.7654 0.0013 0.2% 0.7640
Low 0.7629 0.7635 0.0006 0.1% 0.7540
Close 0.7629 0.7640 0.0011 0.1% 0.7640
Range 0.0013 0.0019 0.0007 52.0% 0.0100
ATR 0.0037 0.0036 -0.0001 -2.3% 0.0000
Volume 8 14 6 75.0% 65
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7700 0.7689 0.7650
R3 0.7681 0.7670 0.7645
R2 0.7662 0.7662 0.7643
R1 0.7651 0.7651 0.7642 0.7657
PP 0.7643 0.7643 0.7643 0.7646
S1 0.7632 0.7632 0.7638 0.7638
S2 0.7624 0.7624 0.7637
S3 0.7605 0.7613 0.7635
S4 0.7586 0.7594 0.7630
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7907 0.7873 0.7695
R3 0.7807 0.7773 0.7668
R2 0.7707 0.7707 0.7658
R1 0.7673 0.7673 0.7649 0.7690
PP 0.7607 0.7607 0.7607 0.7615
S1 0.7573 0.7573 0.7631 0.7590
S2 0.7507 0.7507 0.7622
S3 0.7407 0.7473 0.7613
S4 0.7307 0.7373 0.7585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7654 0.7555 0.0099 1.3% 0.0024 0.3% 86% True False 15
10 0.7654 0.7540 0.0115 1.5% 0.0019 0.2% 88% True False 10
20 0.7777 0.7540 0.0237 3.1% 0.0025 0.3% 42% False False 26
40 0.7898 0.7540 0.0358 4.7% 0.0026 0.3% 28% False False 19
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 0.7735
2.618 0.7704
1.618 0.7685
1.000 0.7673
0.618 0.7666
HIGH 0.7654
0.618 0.7647
0.500 0.7645
0.382 0.7642
LOW 0.7635
0.618 0.7623
1.000 0.7616
1.618 0.7604
2.618 0.7585
4.250 0.7554
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 0.7645 0.7636
PP 0.7643 0.7631
S1 0.7642 0.7627

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

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