CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 0.7546 0.7579 0.0033 0.4% 0.7613
High 0.7556 0.7579 0.0023 0.3% 0.7613
Low 0.7540 0.7570 0.0030 0.4% 0.7540
Close 0.7556 0.7570 0.0015 0.2% 0.7570
Range 0.0016 0.0009 -0.0008 -48.5% 0.0073
ATR 0.0041 0.0040 -0.0001 -3.1% 0.0000
Volume 9 1 -8 -88.9% 107
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7598 0.7593 0.7575
R3 0.7590 0.7584 0.7572
R2 0.7581 0.7581 0.7572
R1 0.7576 0.7576 0.7571 0.7574
PP 0.7573 0.7573 0.7573 0.7572
S1 0.7567 0.7567 0.7569 0.7566
S2 0.7564 0.7564 0.7568
S3 0.7556 0.7559 0.7568
S4 0.7547 0.7550 0.7565
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7795 0.7756 0.7610
R3 0.7721 0.7682 0.7590
R2 0.7648 0.7648 0.7583
R1 0.7609 0.7609 0.7577 0.7592
PP 0.7574 0.7574 0.7574 0.7566
S1 0.7535 0.7535 0.7563 0.7518
S2 0.7501 0.7501 0.7557
S3 0.7427 0.7462 0.7550
S4 0.7354 0.7388 0.7530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7613 0.7540 0.0073 1.0% 0.0011 0.1% 41% False False 21
10 0.7759 0.7540 0.0219 2.9% 0.0026 0.3% 14% False False 41
20 0.7829 0.7540 0.0289 3.8% 0.0031 0.4% 11% False False 29
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 9% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7615
2.618 0.7601
1.618 0.7592
1.000 0.7587
0.618 0.7584
HIGH 0.7579
0.618 0.7575
0.500 0.7574
0.382 0.7573
LOW 0.7570
0.618 0.7565
1.000 0.7562
1.618 0.7556
2.618 0.7548
4.250 0.7534
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 0.7574 0.7566
PP 0.7573 0.7563
S1 0.7571 0.7559

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

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