CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 0.7665 0.7649 -0.0017 -0.2% 0.7700
High 0.7665 0.7666 0.0001 0.0% 0.7761
Low 0.7644 0.7645 0.0001 0.0% 0.7640
Close 0.7655 0.7664 0.0009 0.1% 0.7648
Range 0.0022 0.0021 0.0000 0.0% 0.0121
ATR 0.0041 0.0040 -0.0001 -3.4% 0.0000
Volume 49 35 -14 -28.6% 705
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7723 0.7715 0.7676
R3 0.7701 0.7693 0.7670
R2 0.7680 0.7680 0.7668
R1 0.7672 0.7672 0.7666 0.7676
PP 0.7658 0.7658 0.7658 0.7660
S1 0.7650 0.7650 0.7662 0.7654
S2 0.7637 0.7637 0.7660
S3 0.7615 0.7629 0.7658
S4 0.7594 0.7607 0.7652
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 0.7754 0.7640 0.0114 1.5% 0.0037 0.5% 21% False False 91
10 0.7761 0.7640 0.0121 1.6% 0.0041 0.5% 20% False False 106
20 0.7846 0.7640 0.0206 2.7% 0.0038 0.5% 12% False False 75
40 0.7846 0.7590 0.0256 3.3% 0.0034 0.4% 29% False False 66
60 0.7846 0.7590 0.0256 3.3% 0.0031 0.4% 29% False False 50
80 0.7846 0.7570 0.0276 3.6% 0.0028 0.4% 34% False False 40
100 0.7846 0.7540 0.0306 4.0% 0.0028 0.4% 41% False False 37
120 0.7898 0.7540 0.0358 4.7% 0.0028 0.4% 35% False False 33
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7757
2.618 0.7722
1.618 0.7701
1.000 0.7687
0.618 0.7679
HIGH 0.7666
0.618 0.7658
0.500 0.7655
0.382 0.7653
LOW 0.7645
0.618 0.7631
1.000 0.7623
1.618 0.7610
2.618 0.7588
4.250 0.7553
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 0.7661 0.7668
PP 0.7658 0.7666
S1 0.7655 0.7665

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

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