CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 0.7716 0.7695 -0.0021 -0.3% 0.7630
High 0.7716 0.7726 0.0010 0.1% 0.7697
Low 0.7706 0.7695 -0.0011 -0.1% 0.7621
Close 0.7711 0.7724 0.0014 0.2% 0.7683
Range 0.0010 0.0031 0.0021 210.0% 0.0077
ATR 0.0032 0.0032 0.0000 -0.1% 0.0000
Volume 14 14 0 0.0% 48
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7808 0.7797 0.7741
R3 0.7777 0.7766 0.7733
R2 0.7746 0.7746 0.7730
R1 0.7735 0.7735 0.7727 0.7741
PP 0.7715 0.7715 0.7715 0.7718
S1 0.7704 0.7704 0.7721 0.7710
S2 0.7684 0.7684 0.7718
S3 0.7653 0.7673 0.7715
S4 0.7622 0.7642 0.7707
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 0.7726 0.7650 0.0076 1.0% 0.0023 0.3% 97% True False 13
10 0.7726 0.7570 0.0156 2.0% 0.0030 0.4% 99% True False 9
20 0.7726 0.7570 0.0156 2.0% 0.0021 0.3% 99% True False 10
40 0.7821 0.7540 0.0281 3.6% 0.0024 0.3% 66% False False 18
60 0.7898 0.7540 0.0358 4.6% 0.0025 0.3% 51% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7858
2.618 0.7807
1.618 0.7776
1.000 0.7757
0.618 0.7745
HIGH 0.7726
0.618 0.7714
0.500 0.7711
0.382 0.7707
LOW 0.7695
0.618 0.7676
1.000 0.7664
1.618 0.7645
2.618 0.7614
4.250 0.7563
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 0.7720 0.7718
PP 0.7715 0.7711
S1 0.7711 0.7705

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

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