CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 30-Jan-2019
Day Change Summary
Previous Current
29-Jan-2019 30-Jan-2019 Change Change % Previous Week
Open 0.7550 0.7544 -0.0005 -0.1% 0.7551
High 0.7561 0.7632 0.0071 0.9% 0.7577
Low 0.7536 0.7538 0.0002 0.0% 0.7486
Close 0.7537 0.7626 0.0089 1.2% 0.7569
Range 0.0025 0.0094 0.0069 276.0% 0.0091
ATR 0.0045 0.0049 0.0004 8.0% 0.0000
Volume 49,136 89,074 39,938 81.3% 262,725
Daily Pivots for day following 30-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7881 0.7847 0.7677
R3 0.7787 0.7753 0.7651
R2 0.7693 0.7693 0.7643
R1 0.7659 0.7659 0.7634 0.7676
PP 0.7599 0.7599 0.7599 0.7607
S1 0.7565 0.7565 0.7617 0.7582
S2 0.7505 0.7505 0.7608
S3 0.7411 0.7471 0.7600
S4 0.7317 0.7377 0.7574
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7817 0.7784 0.7619
R3 0.7726 0.7693 0.7594
R2 0.7635 0.7635 0.7585
R1 0.7602 0.7602 0.7577 0.7618
PP 0.7544 0.7544 0.7544 0.7552
S1 0.7510 0.7510 0.7560 0.7527
S2 0.7452 0.7452 0.7552
S3 0.7361 0.7419 0.7543
S4 0.7270 0.7328 0.7518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7632 0.7486 0.0147 1.9% 0.0055 0.7% 96% True False 63,550
10 0.7632 0.7486 0.0147 1.9% 0.0048 0.6% 96% True False 63,790
20 0.7632 0.7332 0.0300 3.9% 0.0050 0.7% 98% True False 70,782
40 0.7632 0.7330 0.0302 4.0% 0.0048 0.6% 98% True False 60,114
60 0.7682 0.7330 0.0352 4.6% 0.0045 0.6% 84% False False 40,341
80 0.7772 0.7330 0.0442 5.8% 0.0044 0.6% 67% False False 30,285
100 0.7846 0.7330 0.0516 6.8% 0.0041 0.5% 57% False False 24,239
120 0.7846 0.7330 0.0516 6.8% 0.0039 0.5% 57% False False 20,205
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 0.0008
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7878
1.618 0.7784
1.000 0.7726
0.618 0.7690
HIGH 0.7632
0.618 0.7596
0.500 0.7585
0.382 0.7574
LOW 0.7538
0.618 0.7480
1.000 0.7444
1.618 0.7386
2.618 0.7292
4.250 0.7139
Fisher Pivots for day following 30-Jan-2019
Pivot 1 day 3 day
R1 0.7612 0.7612
PP 0.7599 0.7598
S1 0.7585 0.7584

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

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