CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Jun-2018
Day Change Summary
Previous Current
08-Jun-2018 11-Jun-2018 Change Change % Previous Week
Open 0.7742 0.7732 -0.0010 -0.1% 0.7781
High 0.7777 0.7749 -0.0028 -0.4% 0.7821
Low 0.7719 0.7732 0.0013 0.2% 0.7700
Close 0.7777 0.7746 -0.0031 -0.4% 0.7777
Range 0.0058 0.0017 -0.0040 -70.4% 0.0121
ATR 0.0046 0.0045 0.0000 -0.2% 0.0000
Volume 18 7 -11 -61.1% 55
Daily Pivots for day following 11-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7793 0.7787 0.7755
R3 0.7776 0.7770 0.7751
R2 0.7759 0.7759 0.7749
R1 0.7753 0.7753 0.7748 0.7756
PP 0.7742 0.7742 0.7742 0.7744
S1 0.7736 0.7736 0.7744 0.7739
S2 0.7725 0.7725 0.7743
S3 0.7708 0.7719 0.7741
S4 0.7691 0.7702 0.7737
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8127 0.8072 0.7843
R3 0.8007 0.7952 0.7810
R2 0.7886 0.7886 0.7799
R1 0.7831 0.7831 0.7788 0.7799
PP 0.7766 0.7766 0.7766 0.7749
S1 0.7711 0.7711 0.7765 0.7678
S2 0.7645 0.7645 0.7754
S3 0.7525 0.7590 0.7743
S4 0.7404 0.7470 0.7710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7821 0.7700 0.0121 1.6% 0.0039 0.5% 38% False False 12
10 0.7829 0.7700 0.0129 1.7% 0.0036 0.5% 36% False False 17
20 0.7891 0.7700 0.0191 2.5% 0.0028 0.4% 24% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7794
1.618 0.7777
1.000 0.7766
0.618 0.7760
HIGH 0.7749
0.618 0.7743
0.500 0.7741
0.382 0.7738
LOW 0.7732
0.618 0.7721
1.000 0.7715
1.618 0.7704
2.618 0.7687
4.250 0.7660
Fisher Pivots for day following 11-Jun-2018
Pivot 1 day 3 day
R1 0.7744 0.7748
PP 0.7742 0.7747
S1 0.7741 0.7747

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

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