CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary
Previous Current
19-Jun-2018 20-Jun-2018 Change Change % Previous Week
Open 0.7587 0.7541 -0.0046 -0.6% 0.7724
High 0.7589 0.7548 -0.0042 -0.5% 0.7737
Low 0.7536 0.7517 -0.0020 -0.3% 0.7583
Close 0.7542 0.7523 -0.0019 -0.3% 0.7600
Range 0.0053 0.0031 -0.0022 -41.5% 0.0154
ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000
Volume 74,859 73,904 -955 -1.3% 283,039
Daily Pivots for day following 20-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7622 0.7603 0.7540
R3 0.7591 0.7572 0.7531
R2 0.7560 0.7560 0.7528
R1 0.7541 0.7541 0.7525 0.7535
PP 0.7529 0.7529 0.7529 0.7526
S1 0.7510 0.7510 0.7520 0.7504
S2 0.7498 0.7498 0.7517
S3 0.7467 0.7479 0.7514
S4 0.7436 0.7448 0.7505
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8100 0.8003 0.7684
R3 0.7947 0.7850 0.7642
R2 0.7793 0.7793 0.7628
R1 0.7696 0.7696 0.7614 0.7668
PP 0.7640 0.7640 0.7640 0.7626
S1 0.7543 0.7543 0.7585 0.7514
S2 0.7486 0.7486 0.7571
S3 0.7333 0.7389 0.7557
S4 0.7179 0.7236 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7517 0.0220 2.9% 0.0057 0.8% 3% False True 81,717
10 0.7754 0.7517 0.0238 3.2% 0.0052 0.7% 3% False True 51,996
20 0.7823 0.7517 0.0307 4.1% 0.0060 0.8% 2% False True 27,723
40 0.7875 0.7517 0.0359 4.8% 0.0055 0.7% 2% False True 14,182
60 0.8000 0.7517 0.0484 6.4% 0.0051 0.7% 1% False True 9,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7629
1.618 0.7598
1.000 0.7579
0.618 0.7567
HIGH 0.7548
0.618 0.7536
0.500 0.7532
0.382 0.7528
LOW 0.7517
0.618 0.7497
1.000 0.7486
1.618 0.7466
2.618 0.7435
4.250 0.7385
Fisher Pivots for day following 20-Jun-2018
Pivot 1 day 3 day
R1 0.7532 0.7564
PP 0.7529 0.7550
S1 0.7526 0.7536

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

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