CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 0.7772 0.7781 0.0009 0.1% 0.7740
High 0.7772 0.7781 0.0009 0.1% 0.7829
Low 0.7750 0.7781 0.0031 0.4% 0.7718
Close 0.7756 0.7781 0.0025 0.3% 0.7756
Range 0.0022 0.0000 -0.0022 -100.0% 0.0111
ATR 0.0043 0.0042 -0.0001 -3.1% 0.0000
Volume 29 0 -29 -100.0% 114
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7781 0.7781 0.7781
R3 0.7781 0.7781 0.7781
R2 0.7781 0.7781 0.7781
R1 0.7781 0.7781 0.7781 0.7781
PP 0.7781 0.7781 0.7781 0.7781
S1 0.7781 0.7781 0.7781 0.7781
S2 0.7781 0.7781 0.7781
S3 0.7781 0.7781 0.7781
S4 0.7781 0.7781 0.7781
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8100 0.8039 0.7817
R3 0.7989 0.7928 0.7787
R2 0.7878 0.7878 0.7776
R1 0.7817 0.7817 0.7766 0.7848
PP 0.7767 0.7767 0.7767 0.7783
S1 0.7706 0.7706 0.7746 0.7737
S2 0.7656 0.7656 0.7736
S3 0.7545 0.7595 0.7725
S4 0.7434 0.7484 0.7695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7829 0.7718 0.0111 1.4% 0.0033 0.4% 57% False False 22
10 0.7891 0.7718 0.0174 2.2% 0.0027 0.3% 36% False False 14
20 0.7898 0.7718 0.0181 2.3% 0.0026 0.3% 35% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7781
1.618 0.7781
1.000 0.7781
0.618 0.7781
HIGH 0.7781
0.618 0.7781
0.500 0.7781
0.382 0.7781
LOW 0.7781
0.618 0.7781
1.000 0.7781
1.618 0.7781
2.618 0.7781
4.250 0.7781
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 0.7781 0.7789
PP 0.7781 0.7786
S1 0.7781 0.7783

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

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