CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 0.7552 0.7555 0.0003 0.0% 0.7613
High 0.7560 0.7562 0.0003 0.0% 0.7613
Low 0.7552 0.7540 -0.0012 -0.2% 0.7540
Close 0.7560 0.7551 -0.0009 -0.1% 0.7570
Range 0.0008 0.0022 0.0015 193.3% 0.0073
ATR 0.0036 0.0035 -0.0001 -2.8% 0.0000
Volume 8 8 0 0.0% 107
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7617 0.7606 0.7563
R3 0.7595 0.7584 0.7557
R2 0.7573 0.7573 0.7555
R1 0.7562 0.7562 0.7553 0.7556
PP 0.7551 0.7551 0.7551 0.7548
S1 0.7540 0.7540 0.7548 0.7534
S2 0.7529 0.7529 0.7546
S3 0.7507 0.7518 0.7544
S4 0.7485 0.7496 0.7538
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 0.7579 0.7540 0.0039 0.5% 0.0013 0.2% 28% False False 5
10 0.7752 0.7540 0.0213 2.8% 0.0023 0.3% 5% False False 32
20 0.7829 0.7540 0.0289 3.8% 0.0029 0.4% 4% False False 25
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 3% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7620
1.618 0.7598
1.000 0.7584
0.618 0.7576
HIGH 0.7562
0.618 0.7554
0.500 0.7551
0.382 0.7548
LOW 0.7540
0.618 0.7526
1.000 0.7518
1.618 0.7504
2.618 0.7482
4.250 0.7446
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 0.7551 0.7553
PP 0.7551 0.7552
S1 0.7551 0.7551

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

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