CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 02-Jul-2018

Day Change Summary
	Previous	Current
	29-Jun-2018	02-Jul-2018	Change	Change %	Previous Week
Open	0.7551	0.7613	0.0062	0.8%	0.7549
High	0.7626	0.7621	-0.0005	-0.1%	0.7626
Low	0.7546	0.7570	0.0024	0.3%	0.7481
Close	0.7616	0.7584	-0.0033	-0.4%	0.7616
Range	0.0080	0.0051	-0.0029	-36.5%	0.0145
ATR	0.0055	0.0055	0.0000	-0.6%	0.0000
Volume	113,037	55,115	-57,922	-51.2%	446,453

Daily Pivots for day following 02-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7714	0.7611
R3	0.7692	0.7663	0.7597
R2	0.7642	0.7642	0.7593
R1	0.7613	0.7613	0.7588	0.7602
PP	0.7591	0.7591	0.7591	0.7586
S1	0.7562	0.7562	0.7579	0.7552
S2	0.7541	0.7541	0.7574
S3	0.7490	0.7512	0.7570
S4	0.7440	0.7461	0.7556

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7958	0.7696
R3	0.7864	0.7813	0.7656
R2	0.7719	0.7719	0.7643
R1	0.7668	0.7668	0.7629	0.7693
PP	0.7574	0.7574	0.7574	0.7587
S1	0.7523	0.7523	0.7603	0.7548
S2	0.7429	0.7429	0.7589
S3	0.7284	0.7378	0.7576
S4	0.7139	0.7233	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7626	0.7481	0.0145	1.9%	0.0056	0.7%	71%	False	False	86,753
10	0.7626	0.7481	0.0145	1.9%	0.0050	0.7%	71%	False	False	83,933
20	0.7795	0.7481	0.0314	4.1%	0.0055	0.7%	33%	False	False	60,741
40	0.7875	0.7481	0.0395	5.2%	0.0057	0.8%	26%	False	False	31,405
60	0.8000	0.7481	0.0520	6.9%	0.0053	0.7%	20%	False	False	20,990
80	0.8000	0.7481	0.0520	6.9%	0.0051	0.7%	20%	False	False	15,767

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7835
2.618	0.7753
1.618	0.7702
1.000	0.7671
0.618	0.7652
HIGH	0.7621
0.618	0.7601
0.500	0.7595
0.382	0.7589
LOW	0.7570
0.618	0.7539
1.000	0.7520
1.618	0.7488
2.618	0.7438
4.250	0.7355

Fisher Pivots for day following 02-Jul-2018
Pivot	1 day	3 day
R1	0.7595	0.7577
PP	0.7591	0.7570
S1	0.7587	0.7563

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols