CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 0.7578 0.7564 -0.0015 -0.2% 0.7627
High 0.7595 0.7572 -0.0023 -0.3% 0.7627
Low 0.7560 0.7520 -0.0040 -0.5% 0.7528
Close 0.7571 0.7537 -0.0033 -0.4% 0.7592
Range 0.0036 0.0052 0.0016 45.1% 0.0099
ATR 0.0040 0.0041 0.0001 1.9% 0.0000
Volume 214 283 69 32.2% 1,576
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7697 0.7669 0.7565
R3 0.7646 0.7617 0.7551
R2 0.7594 0.7594 0.7546
R1 0.7566 0.7566 0.7542 0.7554
PP 0.7543 0.7543 0.7543 0.7537
S1 0.7514 0.7514 0.7532 0.7503
S2 0.7491 0.7491 0.7528
S3 0.7440 0.7463 0.7523
S4 0.7388 0.7411 0.7509
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7879 0.7835 0.7646
R3 0.7780 0.7736 0.7619
R2 0.7681 0.7681 0.7610
R1 0.7637 0.7637 0.7601 0.7610
PP 0.7582 0.7582 0.7582 0.7569
S1 0.7538 0.7538 0.7583 0.7511
S2 0.7483 0.7483 0.7574
S3 0.7384 0.7439 0.7565
S4 0.7285 0.7340 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7618 0.7520 0.0098 1.3% 0.0053 0.7% 17% False True 326
10 0.7633 0.7520 0.0113 1.5% 0.0042 0.6% 15% False True 918
20 0.7682 0.7520 0.0162 2.1% 0.0039 0.5% 11% False True 589
40 0.7831 0.7520 0.0311 4.1% 0.0038 0.5% 5% False True 341
60 0.7846 0.7520 0.0326 4.3% 0.0037 0.5% 5% False True 248
80 0.7846 0.7520 0.0326 4.3% 0.0034 0.5% 5% False True 192
100 0.7846 0.7520 0.0326 4.3% 0.0031 0.4% 5% False True 156
120 0.7846 0.7520 0.0326 4.3% 0.0030 0.4% 5% False True 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7706
1.618 0.7655
1.000 0.7623
0.618 0.7603
HIGH 0.7572
0.618 0.7552
0.500 0.7546
0.382 0.7540
LOW 0.7520
0.618 0.7488
1.000 0.7468
1.618 0.7437
2.618 0.7385
4.250 0.7301
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 0.7546 0.7561
PP 0.7543 0.7553
S1 0.7540 0.7545

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

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