CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 0.7678 0.7613 -0.0065 -0.8% 0.7732
High 0.7678 0.7613 -0.0065 -0.8% 0.7759
Low 0.7625 0.7604 -0.0021 -0.3% 0.7625
Close 0.7630 0.7608 -0.0022 -0.3% 0.7630
Range 0.0053 0.0009 -0.0044 -82.9% 0.0134
ATR 0.0047 0.0045 -0.0002 -3.2% 0.0000
Volume 17 62 45 264.7% 307
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7635 0.7631 0.7613
R3 0.7626 0.7622 0.7610
R2 0.7617 0.7617 0.7610
R1 0.7613 0.7613 0.7609 0.7611
PP 0.7608 0.7608 0.7608 0.7607
S1 0.7604 0.7604 0.7607 0.7602
S2 0.7599 0.7599 0.7606
S3 0.7590 0.7595 0.7606
S4 0.7581 0.7586 0.7603
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8072 0.7984 0.7703
R3 0.7938 0.7851 0.7666
R2 0.7805 0.7805 0.7654
R1 0.7717 0.7717 0.7642 0.7694
PP 0.7671 0.7671 0.7671 0.7660
S1 0.7584 0.7584 0.7617 0.7561
S2 0.7538 0.7538 0.7605
S3 0.7404 0.7450 0.7593
S4 0.7271 0.7317 0.7556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7759 0.7604 0.0154 2.0% 0.0040 0.5% 3% False True 72
10 0.7821 0.7604 0.0216 2.8% 0.0039 0.5% 2% False True 42
20 0.7891 0.7604 0.0287 3.8% 0.0033 0.4% 1% False True 28
40 0.7898 0.7604 0.0294 3.9% 0.0027 0.4% 1% False True 17
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 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7651
2.618 0.7637
1.618 0.7628
1.000 0.7622
0.618 0.7619
HIGH 0.7613
0.618 0.7610
0.500 0.7609
0.382 0.7607
LOW 0.7604
0.618 0.7598
1.000 0.7595
1.618 0.7589
2.618 0.7580
4.250 0.7566
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 0.7609 0.7678
PP 0.7608 0.7655
S1 0.7608 0.7631

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

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