CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 0.7613 0.7590 -0.0022 -0.3% 0.7549
High 0.7621 0.7624 0.0004 0.0% 0.7626
Low 0.7570 0.7581 0.0011 0.1% 0.7481
Close 0.7584 0.7605 0.0022 0.3% 0.7616
Range 0.0051 0.0044 -0.0007 -13.9% 0.0145
ATR 0.0055 0.0054 -0.0001 -1.5% 0.0000
Volume 55,115 56,161 1,046 1.9% 446,453
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7734 0.7713 0.7629
R3 0.7690 0.7669 0.7617
R2 0.7647 0.7647 0.7613
R1 0.7626 0.7626 0.7609 0.7636
PP 0.7603 0.7603 0.7603 0.7608
S1 0.7582 0.7582 0.7601 0.7593
S2 0.7560 0.7560 0.7597
S3 0.7516 0.7539 0.7593
S4 0.7473 0.7495 0.7581
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% 0.0060 0.8% 86% False False 83,495
10 0.7626 0.7481 0.0145 1.9% 0.0049 0.6% 86% False False 82,063
20 0.7795 0.7481 0.0314 4.1% 0.0052 0.7% 40% False False 63,424
40 0.7875 0.7481 0.0395 5.2% 0.0057 0.8% 32% False False 32,808
60 0.8000 0.7481 0.0520 6.8% 0.0052 0.7% 24% False False 21,924
80 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 24% False False 16,469
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7809
2.618 0.7738
1.618 0.7694
1.000 0.7668
0.618 0.7651
HIGH 0.7624
0.618 0.7607
0.500 0.7602
0.382 0.7597
LOW 0.7581
0.618 0.7554
1.000 0.7537
1.618 0.7510
2.618 0.7467
4.250 0.7396
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 0.7604 0.7599
PP 0.7603 0.7592
S1 0.7602 0.7586

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

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