CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 0.7669 0.7651 -0.0018 -0.2% 0.7658
High 0.7682 0.7669 -0.0013 -0.2% 0.7682
Low 0.7642 0.7644 0.0002 0.0% 0.7612
Close 0.7644 0.7648 0.0004 0.0% 0.7644
Range 0.0040 0.0024 -0.0015 -38.0% 0.0069
ATR 0.0040 0.0039 -0.0001 -2.8% 0.0000
Volume 1,188 67 -1,121 -94.4% 1,907
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7727 0.7712 0.7661
R3 0.7702 0.7687 0.7654
R2 0.7678 0.7678 0.7652
R1 0.7663 0.7663 0.7650 0.7658
PP 0.7653 0.7653 0.7653 0.7651
S1 0.7638 0.7638 0.7645 0.7634
S2 0.7629 0.7629 0.7643
S3 0.7604 0.7614 0.7641
S4 0.7580 0.7589 0.7634
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7854 0.7819 0.7682
R3 0.7785 0.7749 0.7663
R2 0.7715 0.7715 0.7657
R1 0.7680 0.7680 0.7650 0.7663
PP 0.7646 0.7646 0.7646 0.7637
S1 0.7610 0.7610 0.7638 0.7593
S2 0.7576 0.7576 0.7631
S3 0.7507 0.7541 0.7625
S4 0.7437 0.7471 0.7606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7682 0.7612 0.0069 0.9% 0.0033 0.4% 51% False False 359
10 0.7725 0.7612 0.0113 1.5% 0.0037 0.5% 31% False False 247
20 0.7761 0.7612 0.0149 1.9% 0.0039 0.5% 24% False False 176
40 0.7846 0.7612 0.0234 3.1% 0.0036 0.5% 15% False False 116
60 0.7846 0.7590 0.0256 3.4% 0.0033 0.4% 23% False False 88
80 0.7846 0.7570 0.0276 3.6% 0.0031 0.4% 28% False False 69
100 0.7846 0.7540 0.0306 4.0% 0.0028 0.4% 35% False False 58
120 0.7891 0.7540 0.0351 4.6% 0.0029 0.4% 31% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7733
1.618 0.7708
1.000 0.7693
0.618 0.7684
HIGH 0.7669
0.618 0.7659
0.500 0.7656
0.382 0.7653
LOW 0.7644
0.618 0.7629
1.000 0.7620
1.618 0.7604
2.618 0.7580
4.250 0.7540
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 0.7656 0.7650
PP 0.7653 0.7649
S1 0.7650 0.7648

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

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