CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 0.7580 0.7572 -0.0008 -0.1% 0.7639
High 0.7623 0.7650 0.0027 0.3% 0.7650
Low 0.7570 0.7572 0.0002 0.0% 0.7570
Close 0.7578 0.7646 0.0069 0.9% 0.7646
Range 0.0053 0.0077 0.0024 46.2% 0.0080
ATR 0.0030 0.0034 0.0003 11.1% 0.0000
Volume 14 6 -8 -57.1% 21
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7855 0.7828 0.7689
R3 0.7777 0.7750 0.7667
R2 0.7700 0.7700 0.7660
R1 0.7673 0.7673 0.7653 0.7686
PP 0.7623 0.7623 0.7623 0.7629
S1 0.7596 0.7596 0.7639 0.7609
S2 0.7545 0.7545 0.7632
S3 0.7468 0.7518 0.7625
S4 0.7390 0.7441 0.7603
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7860 0.7833 0.7690
R3 0.7781 0.7753 0.7668
R2 0.7701 0.7701 0.7661
R1 0.7674 0.7674 0.7653 0.7688
PP 0.7622 0.7622 0.7622 0.7629
S1 0.7594 0.7594 0.7639 0.7608
S2 0.7542 0.7542 0.7631
S3 0.7463 0.7515 0.7624
S4 0.7383 0.7435 0.7602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7650 0.7570 0.0080 1.0% 0.0038 0.5% 96% True False 4
10 0.7676 0.7570 0.0106 1.4% 0.0021 0.3% 72% False False 7
20 0.7676 0.7540 0.0136 1.8% 0.0020 0.3% 78% False False 10
40 0.7829 0.7540 0.0289 3.8% 0.0026 0.3% 37% False False 20
60 0.7898 0.7540 0.0358 4.7% 0.0025 0.3% 30% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 0.7979
2.618 0.7852
1.618 0.7775
1.000 0.7727
0.618 0.7697
HIGH 0.7650
0.618 0.7620
0.500 0.7611
0.382 0.7602
LOW 0.7572
0.618 0.7524
1.000 0.7495
1.618 0.7447
2.618 0.7369
4.250 0.7243
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 0.7634 0.7634
PP 0.7623 0.7622
S1 0.7611 0.7610

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

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