CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.7635 0.7618 -0.0016 -0.2% 0.7665
High 0.7643 0.7668 0.0025 0.3% 0.7725
Low 0.7612 0.7618 0.0006 0.1% 0.7620
Close 0.7612 0.7660 0.0048 0.6% 0.7659
Range 0.0030 0.0049 0.0019 62.3% 0.0105
ATR 0.0039 0.0040 0.0001 2.9% 0.0000
Volume 66 315 249 377.3% 554
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7797 0.7778 0.7687
R3 0.7747 0.7728 0.7674
R2 0.7698 0.7698 0.7669
R1 0.7679 0.7679 0.7665 0.7688
PP 0.7649 0.7649 0.7649 0.7653
S1 0.7630 0.7630 0.7655 0.7639
S2 0.7599 0.7599 0.7651
S3 0.7550 0.7580 0.7646
S4 0.7500 0.7531 0.7633
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 0.7669 0.7612 0.0057 0.7% 0.0036 0.5% 84% False False 160
10 0.7725 0.7612 0.0113 1.5% 0.0038 0.5% 42% False False 146
20 0.7772 0.7612 0.0160 2.1% 0.0039 0.5% 30% False False 115
40 0.7846 0.7604 0.0242 3.2% 0.0035 0.5% 23% False False 86
60 0.7846 0.7590 0.0256 3.3% 0.0033 0.4% 27% False False 68
80 0.7846 0.7570 0.0276 3.6% 0.0030 0.4% 33% False False 54
100 0.7846 0.7540 0.0306 4.0% 0.0029 0.4% 39% False False 48
120 0.7891 0.7540 0.0351 4.6% 0.0029 0.4% 34% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7797
1.618 0.7748
1.000 0.7717
0.618 0.7698
HIGH 0.7668
0.618 0.7649
0.500 0.7643
0.382 0.7637
LOW 0.7618
0.618 0.7587
1.000 0.7569
1.618 0.7538
2.618 0.7488
4.250 0.7408
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.7654 0.7653
PP 0.7649 0.7647
S1 0.7643 0.7640

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

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