CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 0.7433 0.7423 -0.0011 -0.1% 0.7489
High 0.7455 0.7427 -0.0028 -0.4% 0.7494
Low 0.7408 0.7365 -0.0043 -0.6% 0.7365
Close 0.7427 0.7374 -0.0054 -0.7% 0.7374
Range 0.0047 0.0062 0.0015 31.9% 0.0129
ATR 0.0046 0.0047 0.0001 2.4% 0.0000
Volume 95,896 98,616 2,720 2.8% 425,932
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7575 0.7536 0.7408
R3 0.7513 0.7474 0.7391
R2 0.7451 0.7451 0.7385
R1 0.7412 0.7412 0.7379 0.7400
PP 0.7389 0.7389 0.7389 0.7383
S1 0.7350 0.7350 0.7368 0.7338
S2 0.7327 0.7327 0.7362
S3 0.7265 0.7288 0.7356
S4 0.7203 0.7226 0.7339
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7796 0.7713 0.7444
R3 0.7668 0.7585 0.7409
R2 0.7539 0.7539 0.7397
R1 0.7456 0.7456 0.7385 0.7434
PP 0.7411 0.7411 0.7411 0.7399
S1 0.7328 0.7328 0.7362 0.7305
S2 0.7282 0.7282 0.7350
S3 0.7154 0.7199 0.7338
S4 0.7025 0.7071 0.7303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7494 0.7365 0.0129 1.7% 0.0049 0.7% 7% False True 85,186
10 0.7539 0.7365 0.0174 2.4% 0.0043 0.6% 5% False True 70,443
20 0.7615 0.7365 0.0250 3.4% 0.0048 0.7% 3% False True 37,018
40 0.7682 0.7365 0.0317 4.3% 0.0043 0.6% 3% False True 18,798
60 0.7846 0.7365 0.0481 6.5% 0.0042 0.6% 2% False True 12,561
80 0.7846 0.7365 0.0481 6.5% 0.0040 0.5% 2% False True 9,436
100 0.7846 0.7365 0.0481 6.5% 0.0036 0.5% 2% False True 7,553
120 0.7846 0.7365 0.0481 6.5% 0.0034 0.5% 2% False True 6,296
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 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7691
2.618 0.7589
1.618 0.7527
1.000 0.7489
0.618 0.7465
HIGH 0.7427
0.618 0.7403
0.500 0.7396
0.382 0.7389
LOW 0.7365
0.618 0.7327
1.000 0.7303
1.618 0.7265
2.618 0.7203
4.250 0.7102
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 0.7396 0.7418
PP 0.7389 0.7403
S1 0.7381 0.7388

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

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