CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 0.7700 0.7739 0.0039 0.5% 0.7725
High 0.7740 0.7761 0.0022 0.3% 0.7758
Low 0.7688 0.7723 0.0035 0.5% 0.7675
Close 0.7725 0.7752 0.0027 0.3% 0.7688
Range 0.0052 0.0038 -0.0014 -26.2% 0.0083
ATR 0.0041 0.0041 0.0000 -0.5% 0.0000
Volume 72 260 188 261.1% 324
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7859 0.7843 0.7772
R3 0.7821 0.7805 0.7762
R2 0.7783 0.7783 0.7758
R1 0.7767 0.7767 0.7755 0.7775
PP 0.7745 0.7745 0.7745 0.7749
S1 0.7729 0.7729 0.7748 0.7737
S2 0.7707 0.7707 0.7745
S3 0.7669 0.7691 0.7741
S4 0.7631 0.7653 0.7731
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 0.7761 0.7675 0.0086 1.1% 0.0044 0.6% 89% True False 121
10 0.7820 0.7675 0.0145 1.9% 0.0037 0.5% 53% False False 71
20 0.7846 0.7675 0.0171 2.2% 0.0035 0.5% 45% False False 71
40 0.7846 0.7590 0.0256 3.3% 0.0033 0.4% 63% False False 56
60 0.7846 0.7590 0.0256 3.3% 0.0029 0.4% 63% False False 44
80 0.7846 0.7540 0.0306 3.9% 0.0027 0.3% 69% False False 35
100 0.7846 0.7540 0.0306 4.0% 0.0028 0.4% 69% False False 34
120 0.7898 0.7540 0.0358 4.6% 0.0027 0.4% 59% False False 29
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7860
1.618 0.7822
1.000 0.7799
0.618 0.7784
HIGH 0.7761
0.618 0.7746
0.500 0.7742
0.382 0.7738
LOW 0.7723
0.618 0.7700
1.000 0.7685
1.618 0.7662
2.618 0.7624
4.250 0.7562
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 0.7748 0.7742
PP 0.7745 0.7733
S1 0.7742 0.7724

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

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