CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 0.7692 0.7716 0.0024 0.3% 0.7630
High 0.7692 0.7716 0.0024 0.3% 0.7697
Low 0.7683 0.7706 0.0023 0.3% 0.7621
Close 0.7683 0.7711 0.0028 0.4% 0.7683
Range 0.0009 0.0010 0.0001 17.6% 0.0077
ATR 0.0031 0.0032 0.0000 0.4% 0.0000
Volume 2 14 12 600.0% 48
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7741 0.7736 0.7716
R3 0.7731 0.7726 0.7713
R2 0.7721 0.7721 0.7712
R1 0.7716 0.7716 0.7711 0.7713
PP 0.7711 0.7711 0.7711 0.7710
S1 0.7706 0.7706 0.7710 0.7703
S2 0.7701 0.7701 0.7709
S3 0.7691 0.7696 0.7708
S4 0.7681 0.7686 0.7705
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7866 0.7725
R3 0.7820 0.7790 0.7704
R2 0.7743 0.7743 0.7697
R1 0.7713 0.7713 0.7690 0.7728
PP 0.7667 0.7667 0.7667 0.7674
S1 0.7637 0.7637 0.7676 0.7652
S2 0.7590 0.7590 0.7669
S3 0.7514 0.7560 0.7662
S4 0.7437 0.7484 0.7641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7716 0.7621 0.0095 1.2% 0.0019 0.3% 94% True False 11
10 0.7716 0.7570 0.0146 1.9% 0.0030 0.4% 96% True False 8
20 0.7716 0.7570 0.0146 1.9% 0.0020 0.3% 96% True False 9
40 0.7821 0.7540 0.0281 3.6% 0.0024 0.3% 61% False False 18
60 0.7898 0.7540 0.0358 4.6% 0.0025 0.3% 48% False False 16
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7742
1.618 0.7732
1.000 0.7726
0.618 0.7722
HIGH 0.7716
0.618 0.7712
0.500 0.7711
0.382 0.7710
LOW 0.7706
0.618 0.7700
1.000 0.7696
1.618 0.7690
2.618 0.7680
4.250 0.7664
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 0.7711 0.7705
PP 0.7711 0.7699
S1 0.7711 0.7693

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

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