CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	0.7620	0.7646	0.0026	0.3%	0.7585
High	0.7620	0.7647	0.0027	0.4%	0.7652
Low	0.7620	0.7641	0.0021	0.3%	0.7542
Close	0.7620	0.7641	0.0021	0.3%	0.7652
Range	0.0000	0.0007	0.0007		0.0110
ATR
Volume	0	4	4		48

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7658	0.7644
R3	0.7656	0.7651	0.7642
R2	0.7649	0.7649	0.7642
R1	0.7645	0.7645	0.7641	0.7644
PP	0.7643	0.7643	0.7643	0.7642
S1	0.7638	0.7638	0.7640	0.7637
S2	0.7636	0.7636	0.7639
S3	0.7630	0.7632	0.7639
S4	0.7623	0.7625	0.7637

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7908	0.7712
R3	0.7835	0.7798	0.7682
R2	0.7725	0.7725	0.7672
R1	0.7688	0.7688	0.7662	0.7707
PP	0.7615	0.7615	0.7615	0.7624
S1	0.7578	0.7578	0.7641	0.7597
S2	0.7505	0.7505	0.7631
S3	0.7395	0.7468	0.7621
S4	0.7285	0.7358	0.7591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7652	0.7542	0.0110	1.4%	0.0020	0.3%	90%	False	False	7
10	0.7652	0.7542	0.0110	1.4%	0.0015	0.2%	90%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7664
1.618	0.7658
1.000	0.7654
0.618	0.7651
HIGH	0.7647
0.618	0.7645
0.500	0.7644
0.382	0.7643
LOW	0.7641
0.618	0.7636
1.000	0.7634
1.618	0.7630
2.618	0.7623
4.250	0.7613

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	0.7644	0.7639
PP	0.7643	0.7637
S1	0.7642	0.7636

Download as Excel Spreadsheet

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

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