CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 01-Oct-2018
Day Change Summary
Previous Current
28-Sep-2018 01-Oct-2018 Change Change % Previous Week
Open 0.7708 0.7801 0.0094 1.2% 0.7770
High 0.7775 0.7846 0.0071 0.9% 0.7775
Low 0.7708 0.7801 0.0094 1.2% 0.7675
Close 0.7764 0.7846 0.0082 1.1% 0.7764
Range 0.0068 0.0045 -0.0023 -33.3% 0.0100
ATR 0.0038 0.0041 0.0003 8.3% 0.0000
Volume 21 132 111 528.6% 307
Daily Pivots for day following 01-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7966 0.7951 0.7871
R3 0.7921 0.7906 0.7858
R2 0.7876 0.7876 0.7854
R1 0.7861 0.7861 0.7850 0.7869
PP 0.7831 0.7831 0.7831 0.7835
S1 0.7816 0.7816 0.7842 0.7824
S2 0.7786 0.7786 0.7838
S3 0.7741 0.7771 0.7834
S4 0.7696 0.7726 0.7821
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8038 0.8001 0.7819
R3 0.7938 0.7901 0.7792
R2 0.7838 0.7838 0.7782
R1 0.7801 0.7801 0.7773 0.7770
PP 0.7738 0.7738 0.7738 0.7722
S1 0.7701 0.7701 0.7755 0.7670
S2 0.7638 0.7638 0.7746
S3 0.7538 0.7601 0.7737
S4 0.7438 0.7501 0.7709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7846 0.7675 0.0171 2.2% 0.0038 0.5% 100% True False 73
10 0.7846 0.7675 0.0171 2.2% 0.0033 0.4% 100% True False 69
20 0.7846 0.7590 0.0256 3.3% 0.0035 0.4% 100% True False 62
40 0.7846 0.7590 0.0256 3.3% 0.0030 0.4% 100% True False 43
60 0.7846 0.7570 0.0276 3.5% 0.0027 0.3% 100% True False 32
80 0.7846 0.7540 0.0306 3.9% 0.0026 0.3% 100% True False 31
100 0.7898 0.7540 0.0358 4.6% 0.0026 0.3% 85% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8037
2.618 0.7964
1.618 0.7919
1.000 0.7891
0.618 0.7874
HIGH 0.7846
0.618 0.7829
0.500 0.7824
0.382 0.7818
LOW 0.7801
0.618 0.7773
1.000 0.7756
1.618 0.7728
2.618 0.7683
4.250 0.7610
Fisher Pivots for day following 01-Oct-2018
Pivot 1 day 3 day
R1 0.7839 0.7818
PP 0.7831 0.7789
S1 0.7824 0.7761

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

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