CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 0.7695 0.7722 0.0027 0.4% 0.7630
High 0.7726 0.7730 0.0004 0.0% 0.7697
Low 0.7695 0.7722 0.0027 0.4% 0.7621
Close 0.7724 0.7727 0.0003 0.0% 0.7683
Range 0.0031 0.0008 -0.0023 -75.8% 0.0077
ATR 0.0032 0.0030 -0.0002 -5.4% 0.0000
Volume 14 14 0 0.0% 48
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7749 0.7745 0.7731
R3 0.7741 0.7738 0.7729
R2 0.7734 0.7734 0.7728
R1 0.7730 0.7730 0.7727 0.7732
PP 0.7726 0.7726 0.7726 0.7727
S1 0.7723 0.7723 0.7726 0.7724
S2 0.7718 0.7718 0.7725
S3 0.7711 0.7715 0.7724
S4 0.7703 0.7707 0.7722
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 0.7730 0.7670 0.0060 0.8% 0.0017 0.2% 95% True False 14
10 0.7730 0.7570 0.0160 2.1% 0.0028 0.4% 98% True False 11
20 0.7730 0.7570 0.0160 2.1% 0.0020 0.3% 98% True False 10
40 0.7821 0.7540 0.0281 3.6% 0.0023 0.3% 67% False False 18
60 0.7898 0.7540 0.0358 4.6% 0.0025 0.3% 52% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7749
1.618 0.7742
1.000 0.7737
0.618 0.7734
HIGH 0.7730
0.618 0.7727
0.500 0.7726
0.382 0.7725
LOW 0.7722
0.618 0.7717
1.000 0.7714
1.618 0.7710
2.618 0.7702
4.250 0.7690
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 0.7726 0.7722
PP 0.7726 0.7717
S1 0.7726 0.7712

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

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