CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
31-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 0.7346 0.7346 0.0001 0.0% 0.7370
High 0.7360 0.7382 0.0022 0.3% 0.7386
Low 0.7330 0.7332 0.0002 0.0% 0.7333
Close 0.7351 0.7373 0.0022 0.3% 0.7344
Range 0.0030 0.0050 0.0020 66.7% 0.0053
ATR 0.0043 0.0044 0.0000 1.1% 0.0000
Volume 38,357 87,823 49,466 129.0% 215,369
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7512 0.7492 0.7400
R3 0.7462 0.7442 0.7386
R2 0.7412 0.7412 0.7382
R1 0.7392 0.7392 0.7377 0.7402
PP 0.7362 0.7362 0.7362 0.7367
S1 0.7342 0.7342 0.7368 0.7352
S2 0.7312 0.7312 0.7363
S3 0.7262 0.7292 0.7359
S4 0.7212 0.7242 0.7345
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 0.7386 0.7330 0.0056 0.8% 0.0039 0.5% 77% False False 59,595
10 0.7484 0.7330 0.0154 2.1% 0.0044 0.6% 28% False False 70,587
20 0.7613 0.7330 0.0283 3.8% 0.0046 0.6% 15% False False 53,761
40 0.7671 0.7330 0.0341 4.6% 0.0043 0.6% 12% False False 27,287
60 0.7761 0.7330 0.0431 5.8% 0.0042 0.6% 10% False False 18,249
80 0.7846 0.7330 0.0516 7.0% 0.0039 0.5% 8% False False 13,701
100 0.7846 0.7330 0.0516 7.0% 0.0037 0.5% 8% False False 10,967
120 0.7846 0.7330 0.0516 7.0% 0.0035 0.5% 8% False False 9,141
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7513
1.618 0.7463
1.000 0.7432
0.618 0.7413
HIGH 0.7382
0.618 0.7363
0.500 0.7357
0.382 0.7351
LOW 0.7332
0.618 0.7301
1.000 0.7282
1.618 0.7251
2.618 0.7201
4.250 0.7120
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 0.7367 0.7367
PP 0.7362 0.7362
S1 0.7357 0.7356

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

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