CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 22-Oct-2018
Day Change Summary
Previous Current
19-Oct-2018 22-Oct-2018 Change Change % Previous Week
Open 0.7660 0.7665 0.0006 0.1% 0.7700
High 0.7695 0.7665 -0.0030 -0.4% 0.7761
Low 0.7640 0.7644 0.0003 0.0% 0.7640
Close 0.7648 0.7655 0.0007 0.1% 0.7648
Range 0.0055 0.0022 -0.0033 -60.9% 0.0121
ATR 0.0043 0.0041 -0.0002 -3.5% 0.0000
Volume 187 49 -138 -73.8% 705
Daily Pivots for day following 22-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7719 0.7708 0.7666
R3 0.7697 0.7687 0.7660
R2 0.7676 0.7676 0.7658
R1 0.7665 0.7665 0.7656 0.7660
PP 0.7654 0.7654 0.7654 0.7652
S1 0.7644 0.7644 0.7653 0.7638
S2 0.7633 0.7633 0.7651
S3 0.7611 0.7622 0.7649
S4 0.7590 0.7601 0.7643
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8046 0.7968 0.7714
R3 0.7925 0.7847 0.7681
R2 0.7804 0.7804 0.7670
R1 0.7726 0.7726 0.7659 0.7704
PP 0.7683 0.7683 0.7683 0.7672
S1 0.7605 0.7605 0.7636 0.7583
S2 0.7562 0.7562 0.7625
S3 0.7441 0.7484 0.7614
S4 0.7320 0.7363 0.7581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7761 0.7640 0.0121 1.6% 0.0041 0.5% 12% False False 136
10 0.7761 0.7640 0.0121 1.6% 0.0042 0.5% 12% False False 105
20 0.7846 0.7640 0.0206 2.7% 0.0037 0.5% 7% False False 77
40 0.7846 0.7590 0.0256 3.4% 0.0035 0.5% 25% False False 66
60 0.7846 0.7590 0.0256 3.4% 0.0031 0.4% 25% False False 50
80 0.7846 0.7570 0.0276 3.6% 0.0028 0.4% 31% False False 40
100 0.7846 0.7540 0.0306 4.0% 0.0028 0.4% 38% False False 37
120 0.7898 0.7540 0.0358 4.7% 0.0028 0.4% 32% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7756
2.618 0.7721
1.618 0.7700
1.000 0.7687
0.618 0.7678
HIGH 0.7665
0.618 0.7657
0.500 0.7654
0.382 0.7652
LOW 0.7644
0.618 0.7630
1.000 0.7622
1.618 0.7609
2.618 0.7587
4.250 0.7552
Fisher Pivots for day following 22-Oct-2018
Pivot 1 day 3 day
R1 0.7654 0.7670
PP 0.7654 0.7665
S1 0.7654 0.7660

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

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