CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 24-Oct-2018
Day Change Summary
Previous Current
23-Oct-2018 24-Oct-2018 Change Change % Previous Week
Open 0.7649 0.7662 0.0014 0.2% 0.7700
High 0.7666 0.7725 0.0059 0.8% 0.7761
Low 0.7645 0.7662 0.0017 0.2% 0.7640
Close 0.7664 0.7704 0.0040 0.5% 0.7648
Range 0.0021 0.0063 0.0042 195.4% 0.0121
ATR 0.0040 0.0041 0.0002 4.3% 0.0000
Volume 35 221 186 531.4% 705
Daily Pivots for day following 24-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7887 0.7859 0.7738
R3 0.7824 0.7795 0.7721
R2 0.7760 0.7760 0.7715
R1 0.7732 0.7732 0.7709 0.7746
PP 0.7697 0.7697 0.7697 0.7704
S1 0.7668 0.7668 0.7698 0.7683
S2 0.7633 0.7633 0.7692
S3 0.7570 0.7605 0.7686
S4 0.7506 0.7541 0.7669
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 0.7725 0.7640 0.0085 1.1% 0.0040 0.5% 75% True False 120
10 0.7761 0.7640 0.0121 1.6% 0.0039 0.5% 52% False False 118
20 0.7846 0.7640 0.0206 2.7% 0.0039 0.5% 31% False False 83
40 0.7846 0.7590 0.0256 3.3% 0.0036 0.5% 44% False False 69
60 0.7846 0.7590 0.0256 3.3% 0.0031 0.4% 44% False False 54
80 0.7846 0.7570 0.0276 3.6% 0.0029 0.4% 48% False False 43
100 0.7846 0.7540 0.0306 4.0% 0.0029 0.4% 54% False False 39
120 0.7898 0.7540 0.0358 4.7% 0.0028 0.4% 46% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7995
2.618 0.7891
1.618 0.7828
1.000 0.7788
0.618 0.7764
HIGH 0.7725
0.618 0.7701
0.500 0.7693
0.382 0.7686
LOW 0.7662
0.618 0.7622
1.000 0.7598
1.618 0.7559
2.618 0.7495
4.250 0.7392
Fisher Pivots for day following 24-Oct-2018
Pivot 1 day 3 day
R1 0.7700 0.7697
PP 0.7697 0.7691
S1 0.7693 0.7684

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

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