CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 02-Jul-2018
Day Change Summary
Previous Current
29-Jun-2018 02-Jul-2018 Change Change % Previous Week
Open 0.7599 0.7620 0.0021 0.3% 0.7565
High 0.7640 0.7620 -0.0020 -0.3% 0.7640
Low 0.7595 0.7600 0.0006 0.1% 0.7540
Close 0.7640 0.7608 -0.0033 -0.4% 0.7640
Range 0.0046 0.0020 -0.0026 -56.0% 0.0100
ATR 0.0037 0.0037 0.0000 0.6% 0.0000
Volume 22 7 -15 -68.2% 65
Daily Pivots for day following 02-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7669 0.7658 0.7619
R3 0.7649 0.7638 0.7613
R2 0.7629 0.7629 0.7611
R1 0.7618 0.7618 0.7609 0.7614
PP 0.7609 0.7609 0.7609 0.7607
S1 0.7598 0.7598 0.7606 0.7594
S2 0.7589 0.7589 0.7604
S3 0.7569 0.7578 0.7602
S4 0.7549 0.7558 0.7597
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7907 0.7873 0.7695
R3 0.7807 0.7773 0.7668
R2 0.7707 0.7707 0.7658
R1 0.7673 0.7673 0.7649 0.7690
PP 0.7607 0.7607 0.7607 0.7615
S1 0.7573 0.7573 0.7631 0.7590
S2 0.7507 0.7507 0.7622
S3 0.7407 0.7473 0.7613
S4 0.7307 0.7373 0.7585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7640 0.7540 0.0100 1.3% 0.0024 0.3% 68% False False 14
10 0.7640 0.7540 0.0101 1.3% 0.0018 0.2% 68% False False 11
20 0.7821 0.7540 0.0281 3.7% 0.0028 0.4% 24% False False 27
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 19% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7672
1.618 0.7652
1.000 0.7640
0.618 0.7632
HIGH 0.7620
0.618 0.7612
0.500 0.7610
0.382 0.7608
LOW 0.7600
0.618 0.7588
1.000 0.7580
1.618 0.7568
2.618 0.7548
4.250 0.7515
Fisher Pivots for day following 02-Jul-2018
Pivot 1 day 3 day
R1 0.7610 0.7604
PP 0.7609 0.7601
S1 0.7608 0.7598

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

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