CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Dec-2018
Day Change Summary
Previous Current
24-Dec-2018 26-Dec-2018 Change Change % Previous Week
Open 0.7370 0.7365 -0.0005 -0.1% 0.7489
High 0.7386 0.7385 -0.0001 0.0% 0.7494
Low 0.7360 0.7357 -0.0003 0.0% 0.7365
Close 0.7367 0.7378 0.0011 0.1% 0.7374
Range 0.0026 0.0028 0.0002 7.7% 0.0129
ATR 0.0046 0.0045 -0.0001 -2.8% 0.0000
Volume 43,573 29,584 -13,989 -32.1% 425,932
Daily Pivots for day following 26-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7457 0.7445 0.7393
R3 0.7429 0.7417 0.7385
R2 0.7401 0.7401 0.7383
R1 0.7389 0.7389 0.7380 0.7395
PP 0.7373 0.7373 0.7373 0.7376
S1 0.7361 0.7361 0.7375 0.7367
S2 0.7345 0.7345 0.7372
S3 0.7317 0.7333 0.7370
S4 0.7289 0.7305 0.7362
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 0.7472 0.7357 0.0115 1.6% 0.0043 0.6% 18% False True 70,190
10 0.7523 0.7357 0.0166 2.3% 0.0040 0.5% 12% False True 70,961
20 0.7615 0.7357 0.0258 3.5% 0.0047 0.6% 8% False True 40,651
40 0.7682 0.7357 0.0324 4.4% 0.0043 0.6% 6% False True 20,620
60 0.7831 0.7357 0.0474 6.4% 0.0041 0.6% 4% False True 13,778
80 0.7846 0.7357 0.0489 6.6% 0.0040 0.5% 4% False True 10,349
100 0.7846 0.7357 0.0489 6.6% 0.0037 0.5% 4% False True 8,284
120 0.7846 0.7357 0.0489 6.6% 0.0034 0.5% 4% False True 6,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7458
1.618 0.7430
1.000 0.7413
0.618 0.7402
HIGH 0.7385
0.618 0.7374
0.500 0.7371
0.382 0.7368
LOW 0.7357
0.618 0.7340
1.000 0.7329
1.618 0.7312
2.618 0.7284
4.250 0.7238
Fisher Pivots for day following 26-Dec-2018
Pivot 1 day 3 day
R1 0.7375 0.7392
PP 0.7373 0.7387
S1 0.7371 0.7382

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

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