CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 0.7573 0.7665 0.0092 1.2% 0.7650
High 0.7589 0.7665 0.0076 1.0% 0.7665
Low 0.7573 0.7656 0.0083 1.1% 0.7573
Close 0.7589 0.7657 0.0068 0.9% 0.7657
Range 0.0016 0.0010 -0.0006 -40.6% 0.0092
ATR 0.0029 0.0033 0.0003 11.4% 0.0000
Volume 7 8 1 14.3% 15
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7688 0.7682 0.7662
R3 0.7678 0.7672 0.7660
R2 0.7669 0.7669 0.7659
R1 0.7663 0.7663 0.7658 0.7661
PP 0.7659 0.7659 0.7659 0.7658
S1 0.7653 0.7653 0.7656 0.7651
S2 0.7650 0.7650 0.7655
S3 0.7640 0.7644 0.7654
S4 0.7631 0.7634 0.7652
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7908 0.7874 0.7708
R3 0.7816 0.7782 0.7682
R2 0.7724 0.7724 0.7674
R1 0.7690 0.7690 0.7665 0.7707
PP 0.7632 0.7632 0.7632 0.7640
S1 0.7598 0.7598 0.7649 0.7615
S2 0.7540 0.7540 0.7640
S3 0.7448 0.7506 0.7632
S4 0.7356 0.7414 0.7606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7573 0.0092 1.2% 0.0012 0.2% 91% True False 3
10 0.7699 0.7573 0.0126 1.6% 0.0018 0.2% 67% False False 4
20 0.7699 0.7542 0.0158 2.1% 0.0018 0.2% 73% False False 8
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7690
1.618 0.7680
1.000 0.7675
0.618 0.7671
HIGH 0.7665
0.618 0.7661
0.500 0.7660
0.382 0.7659
LOW 0.7656
0.618 0.7650
1.000 0.7646
1.618 0.7640
2.618 0.7631
4.250 0.7615
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 0.7660 0.7644
PP 0.7659 0.7632
S1 0.7658 0.7619

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

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