CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 0.7383 0.7355 -0.0029 -0.4% 0.7370
High 0.7386 0.7369 -0.0017 -0.2% 0.7386
Low 0.7335 0.7333 -0.0002 0.0% 0.7333
Close 0.7345 0.7344 -0.0001 0.0% 0.7344
Range 0.0050 0.0036 -0.0014 -28.7% 0.0053
ATR 0.0045 0.0044 -0.0001 -1.4% 0.0000
Volume 73,612 68,600 -5,012 -6.8% 215,369
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7457 0.7436 0.7364
R3 0.7421 0.7400 0.7354
R2 0.7385 0.7385 0.7351
R1 0.7364 0.7364 0.7347 0.7357
PP 0.7349 0.7349 0.7349 0.7345
S1 0.7328 0.7328 0.7341 0.7321
S2 0.7313 0.7313 0.7337
S3 0.7277 0.7292 0.7334
S4 0.7241 0.7256 0.7324
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7513 0.7482 0.7373
R3 0.7460 0.7429 0.7359
R2 0.7407 0.7407 0.7354
R1 0.7376 0.7376 0.7349 0.7365
PP 0.7354 0.7354 0.7354 0.7349
S1 0.7323 0.7323 0.7339 0.7312
S2 0.7301 0.7301 0.7334
S3 0.7248 0.7270 0.7329
S4 0.7195 0.7217 0.7315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7427 0.7333 0.0094 1.3% 0.0040 0.6% 12% False True 62,797
10 0.7508 0.7333 0.0175 2.4% 0.0042 0.6% 6% False True 71,612
20 0.7615 0.7333 0.0282 3.8% 0.0046 0.6% 4% False True 47,690
40 0.7682 0.7333 0.0349 4.7% 0.0044 0.6% 3% False True 24,170
60 0.7797 0.7333 0.0464 6.3% 0.0042 0.6% 2% False True 16,147
80 0.7846 0.7333 0.0513 7.0% 0.0040 0.5% 2% False True 12,125
100 0.7846 0.7333 0.0513 7.0% 0.0037 0.5% 2% False True 9,706
120 0.7846 0.7333 0.0513 7.0% 0.0034 0.5% 2% False True 8,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7522
2.618 0.7463
1.618 0.7427
1.000 0.7405
0.618 0.7391
HIGH 0.7369
0.618 0.7355
0.500 0.7351
0.382 0.7347
LOW 0.7333
0.618 0.7311
1.000 0.7297
1.618 0.7275
2.618 0.7239
4.250 0.7180
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 0.7351 0.7359
PP 0.7349 0.7354
S1 0.7346 0.7349

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

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