CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Oct-2018
Day Change Summary
Previous Current
11-Oct-2018 12-Oct-2018 Change Change % Previous Week
Open 0.7686 0.7704 0.0018 0.2% 0.7725
High 0.7702 0.7708 0.0006 0.1% 0.7758
Low 0.7676 0.7688 0.0012 0.1% 0.7675
Close 0.7688 0.7688 0.0000 0.0% 0.7688
Range 0.0026 0.0021 -0.0006 -21.2% 0.0083
ATR 0.0041 0.0040 -0.0001 -3.6% 0.0000
Volume 57 114 57 100.0% 324
Daily Pivots for day following 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7756 0.7742 0.7699
R3 0.7735 0.7722 0.7693
R2 0.7715 0.7715 0.7691
R1 0.7701 0.7701 0.7689 0.7698
PP 0.7694 0.7694 0.7694 0.7693
S1 0.7681 0.7681 0.7686 0.7677
S2 0.7674 0.7674 0.7684
S3 0.7653 0.7660 0.7682
S4 0.7633 0.7640 0.7676
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7954 0.7903 0.7733
R3 0.7872 0.7821 0.7710
R2 0.7789 0.7789 0.7703
R1 0.7738 0.7738 0.7695 0.7723
PP 0.7707 0.7707 0.7707 0.7699
S1 0.7656 0.7656 0.7680 0.7640
S2 0.7624 0.7624 0.7672
S3 0.7542 0.7573 0.7665
S4 0.7459 0.7491 0.7642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7758 0.7675 0.0083 1.1% 0.0038 0.5% 15% False False 64
10 0.7846 0.7675 0.0171 2.2% 0.0034 0.4% 7% False False 55
20 0.7846 0.7675 0.0171 2.2% 0.0032 0.4% 7% False False 55
40 0.7846 0.7590 0.0256 3.3% 0.0032 0.4% 38% False False 48
60 0.7846 0.7572 0.0274 3.6% 0.0029 0.4% 42% False False 38
80 0.7846 0.7540 0.0306 4.0% 0.0026 0.3% 48% False False 31
100 0.7846 0.7540 0.0306 4.0% 0.0027 0.4% 48% False False 31
120 0.7898 0.7540 0.0358 4.7% 0.0027 0.3% 41% False False 27
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 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7762
1.618 0.7741
1.000 0.7729
0.618 0.7721
HIGH 0.7708
0.618 0.7700
0.500 0.7698
0.382 0.7695
LOW 0.7688
0.618 0.7675
1.000 0.7667
1.618 0.7654
2.618 0.7634
4.250 0.7600
Fisher Pivots for day following 12-Oct-2018
Pivot 1 day 3 day
R1 0.7698 0.7716
PP 0.7694 0.7707
S1 0.7691 0.7697

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

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