CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 0.7758 0.7686 -0.0072 -0.9% 0.7801
High 0.7758 0.7702 -0.0055 -0.7% 0.7846
Low 0.7675 0.7676 0.0001 0.0% 0.7748
Close 0.7696 0.7688 -0.0008 -0.1% 0.7751
Range 0.0083 0.0026 -0.0056 -68.5% 0.0098
ATR 0.0043 0.0041 -0.0001 -2.8% 0.0000
Volume 103 57 -46 -44.7% 233
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7767 0.7753 0.7702
R3 0.7741 0.7727 0.7695
R2 0.7715 0.7715 0.7692
R1 0.7701 0.7701 0.7690 0.7708
PP 0.7689 0.7689 0.7689 0.7692
S1 0.7675 0.7675 0.7685 0.7682
S2 0.7662 0.7662 0.7683
S3 0.7636 0.7649 0.7680
S4 0.7610 0.7623 0.7673
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8077 0.8012 0.7805
R3 0.7978 0.7914 0.7778
R2 0.7880 0.7880 0.7769
R1 0.7815 0.7815 0.7760 0.7799
PP 0.7782 0.7782 0.7782 0.7773
S1 0.7717 0.7717 0.7742 0.7700
S2 0.7683 0.7683 0.7733
S3 0.7585 0.7619 0.7724
S4 0.7486 0.7520 0.7697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7772 0.7675 0.0097 1.3% 0.0038 0.5% 13% False False 45
10 0.7846 0.7675 0.0171 2.2% 0.0039 0.5% 7% False False 46
20 0.7846 0.7675 0.0171 2.2% 0.0032 0.4% 7% False False 54
40 0.7846 0.7590 0.0256 3.3% 0.0032 0.4% 38% False False 47
60 0.7846 0.7570 0.0276 3.6% 0.0030 0.4% 43% False False 37
80 0.7846 0.7540 0.0306 4.0% 0.0026 0.3% 48% False False 30
100 0.7891 0.7540 0.0351 4.6% 0.0028 0.4% 42% False False 30
120 0.7898 0.7540 0.0358 4.7% 0.0026 0.3% 41% False False 26
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7813
2.618 0.7770
1.618 0.7744
1.000 0.7728
0.618 0.7718
HIGH 0.7702
0.618 0.7692
0.500 0.7689
0.382 0.7686
LOW 0.7676
0.618 0.7660
1.000 0.7650
1.618 0.7634
2.618 0.7608
4.250 0.7565
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 0.7689 0.7716
PP 0.7689 0.7707
S1 0.7688 0.7697

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

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