CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 0.7587 0.7600 0.0014 0.2% 0.7643
High 0.7605 0.7606 0.0001 0.0% 0.7669
Low 0.7550 0.7532 -0.0018 -0.2% 0.7574
Close 0.7597 0.7553 -0.0044 -0.6% 0.7606
Range 0.0056 0.0075 0.0019 34.2% 0.0095
ATR 0.0050 0.0052 0.0002 3.5% 0.0000
Volume 62,874 85,641 22,767 36.2% 302,399
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7787 0.7745 0.7594
R3 0.7713 0.7670 0.7573
R2 0.7638 0.7638 0.7567
R1 0.7596 0.7596 0.7560 0.7580
PP 0.7564 0.7564 0.7564 0.7556
S1 0.7521 0.7521 0.7546 0.7505
S2 0.7489 0.7489 0.7539
S3 0.7415 0.7447 0.7533
S4 0.7340 0.7372 0.7512
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7901 0.7849 0.7658
R3 0.7806 0.7754 0.7632
R2 0.7711 0.7711 0.7623
R1 0.7659 0.7659 0.7615 0.7638
PP 0.7616 0.7616 0.7616 0.7606
S1 0.7564 0.7564 0.7597 0.7542
S2 0.7521 0.7521 0.7589
S3 0.7426 0.7469 0.7580
S4 0.7331 0.7374 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7635 0.7532 0.0104 1.4% 0.0051 0.7% 21% False True 60,827
10 0.7669 0.7532 0.0138 1.8% 0.0049 0.6% 16% False True 61,763
20 0.7669 0.7481 0.0189 2.5% 0.0049 0.6% 38% False False 71,873
40 0.7823 0.7481 0.0343 4.5% 0.0054 0.7% 21% False False 49,798
60 0.7875 0.7481 0.0395 5.2% 0.0053 0.7% 18% False False 33,412
80 0.8000 0.7481 0.0520 6.9% 0.0051 0.7% 14% False False 25,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7801
1.618 0.7727
1.000 0.7681
0.618 0.7652
HIGH 0.7606
0.618 0.7578
0.500 0.7569
0.382 0.7560
LOW 0.7532
0.618 0.7485
1.000 0.7457
1.618 0.7411
2.618 0.7336
4.250 0.7215
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 0.7569 0.7583
PP 0.7564 0.7573
S1 0.7558 0.7563

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

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