CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 30-Oct-2018
Day Change Summary
Previous Current
29-Oct-2018 30-Oct-2018 Change Change % Previous Week
Open 0.7658 0.7641 -0.0017 -0.2% 0.7665
High 0.7658 0.7647 -0.0012 -0.2% 0.7725
Low 0.7626 0.7627 0.0001 0.0% 0.7620
Close 0.7638 0.7635 -0.0004 0.0% 0.7659
Range 0.0033 0.0020 -0.0013 -38.5% 0.0105
ATR 0.0041 0.0040 -0.0002 -3.7% 0.0000
Volume 179 159 -20 -11.2% 554
Daily Pivots for day following 30-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7696 0.7685 0.7645
R3 0.7676 0.7665 0.7640
R2 0.7656 0.7656 0.7638
R1 0.7645 0.7645 0.7636 0.7641
PP 0.7636 0.7636 0.7636 0.7634
S1 0.7625 0.7625 0.7633 0.7621
S2 0.7616 0.7616 0.7631
S3 0.7596 0.7605 0.7629
S4 0.7576 0.7585 0.7624
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7983 0.7926 0.7717
R3 0.7878 0.7821 0.7688
R2 0.7773 0.7773 0.7678
R1 0.7716 0.7716 0.7669 0.7692
PP 0.7668 0.7668 0.7668 0.7656
S1 0.7611 0.7611 0.7649 0.7587
S2 0.7563 0.7563 0.7640
S3 0.7458 0.7506 0.7630
S4 0.7353 0.7401 0.7601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7725 0.7620 0.0105 1.4% 0.0041 0.5% 14% False False 161
10 0.7754 0.7620 0.0134 1.8% 0.0039 0.5% 11% False False 126
20 0.7820 0.7620 0.0200 2.6% 0.0038 0.5% 7% False False 98
40 0.7846 0.7590 0.0256 3.4% 0.0035 0.5% 18% False False 80
60 0.7846 0.7590 0.0256 3.4% 0.0033 0.4% 18% False False 62
80 0.7846 0.7570 0.0276 3.6% 0.0029 0.4% 23% False False 49
100 0.7846 0.7540 0.0306 4.0% 0.0028 0.4% 31% False False 45
120 0.7898 0.7540 0.0358 4.7% 0.0028 0.4% 26% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7699
1.618 0.7679
1.000 0.7666
0.618 0.7659
HIGH 0.7647
0.618 0.7639
0.500 0.7637
0.382 0.7634
LOW 0.7627
0.618 0.7614
1.000 0.7607
1.618 0.7594
2.618 0.7574
4.250 0.7542
Fisher Pivots for day following 30-Oct-2018
Pivot 1 day 3 day
R1 0.7637 0.7645
PP 0.7636 0.7641
S1 0.7635 0.7638

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

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