CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.7627 0.7610 -0.0018 -0.2% 0.7602
High 0.7627 0.7618 -0.0010 -0.1% 0.7633
Low 0.7594 0.7528 -0.0066 -0.9% 0.7560
Close 0.7605 0.7528 -0.0077 -1.0% 0.7615
Range 0.0034 0.0090 0.0056 167.2% 0.0073
ATR 0.0037 0.0040 0.0004 10.3% 0.0000
Volume 440 466 26 5.9% 7,181
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7826 0.7767 0.7577
R3 0.7737 0.7677 0.7553
R2 0.7647 0.7647 0.7544
R1 0.7588 0.7588 0.7536 0.7573
PP 0.7558 0.7558 0.7558 0.7550
S1 0.7498 0.7498 0.7520 0.7483
S2 0.7468 0.7468 0.7512
S3 0.7379 0.7409 0.7503
S4 0.7289 0.7319 0.7479
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7822 0.7791 0.7655
R3 0.7749 0.7718 0.7635
R2 0.7676 0.7676 0.7628
R1 0.7645 0.7645 0.7621 0.7660
PP 0.7603 0.7603 0.7603 0.7610
S1 0.7572 0.7572 0.7608 0.7587
S2 0.7530 0.7530 0.7601
S3 0.7457 0.7499 0.7594
S4 0.7384 0.7426 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7633 0.7528 0.0105 1.4% 0.0044 0.6% 0% False True 1,532
10 0.7671 0.7528 0.0143 1.9% 0.0042 0.6% 0% False True 874
20 0.7725 0.7528 0.0197 2.6% 0.0039 0.5% 0% False True 563
40 0.7846 0.7528 0.0318 4.2% 0.0038 0.5% 0% False True 319
60 0.7846 0.7528 0.0318 4.2% 0.0036 0.5% 0% False True 232
80 0.7846 0.7528 0.0318 4.2% 0.0033 0.4% 0% False True 178
100 0.7846 0.7528 0.0318 4.2% 0.0030 0.4% 0% False True 145
120 0.7846 0.7528 0.0318 4.2% 0.0030 0.4% 0% False True 125
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 0.0008
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 0.7998
2.618 0.7852
1.618 0.7762
1.000 0.7707
0.618 0.7673
HIGH 0.7618
0.618 0.7583
0.500 0.7573
0.382 0.7562
LOW 0.7528
0.618 0.7473
1.000 0.7439
1.618 0.7383
2.618 0.7294
4.250 0.7148
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.7573 0.7581
PP 0.7558 0.7563
S1 0.7543 0.7546

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

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