CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 0.7709 0.7710 0.0000 0.0% 0.7716
High 0.7734 0.7723 -0.0011 -0.1% 0.7734
Low 0.7709 0.7710 0.0000 0.0% 0.7695
Close 0.7733 0.7718 -0.0016 -0.2% 0.7733
Range 0.0024 0.0013 -0.0011 -46.9% 0.0039
ATR 0.0029 0.0029 0.0000 -1.4% 0.0000
Volume 31 13 -18 -58.1% 86
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7756 0.7750 0.7725
R3 0.7743 0.7737 0.7721
R2 0.7730 0.7730 0.7720
R1 0.7724 0.7724 0.7719 0.7727
PP 0.7717 0.7717 0.7717 0.7718
S1 0.7710 0.7710 0.7716 0.7714
S2 0.7703 0.7703 0.7715
S3 0.7690 0.7697 0.7714
S4 0.7677 0.7684 0.7710
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7836 0.7823 0.7754
R3 0.7798 0.7785 0.7744
R2 0.7759 0.7759 0.7740
R1 0.7746 0.7746 0.7737 0.7753
PP 0.7721 0.7721 0.7721 0.7724
S1 0.7708 0.7708 0.7729 0.7714
S2 0.7682 0.7682 0.7726
S3 0.7644 0.7669 0.7722
S4 0.7605 0.7631 0.7712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7734 0.7695 0.0039 0.5% 0.0018 0.2% 58% False False 17
10 0.7734 0.7621 0.0113 1.5% 0.0019 0.2% 86% False False 14
20 0.7734 0.7570 0.0164 2.1% 0.0020 0.3% 90% False False 11
40 0.7759 0.7540 0.0219 2.8% 0.0022 0.3% 81% False False 19
60 0.7898 0.7540 0.0358 4.6% 0.0024 0.3% 50% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7757
1.618 0.7744
1.000 0.7736
0.618 0.7731
HIGH 0.7723
0.618 0.7718
0.500 0.7716
0.382 0.7714
LOW 0.7710
0.618 0.7701
1.000 0.7696
1.618 0.7688
2.618 0.7675
4.250 0.7654
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 0.7717 0.7719
PP 0.7717 0.7718
S1 0.7716 0.7718

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

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