CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 0.7646 0.7669 0.0024 0.3% 0.7585
High 0.7647 0.7669 0.0022 0.3% 0.7652
Low 0.7641 0.7652 0.0012 0.2% 0.7542
Close 0.7641 0.7652 0.0012 0.2% 0.7652
Range 0.0007 0.0017 0.0011 161.5% 0.0110
ATR
Volume 4 5 1 25.0% 48
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7709 0.7697 0.7661
R3 0.7692 0.7680 0.7657
R2 0.7675 0.7675 0.7655
R1 0.7663 0.7663 0.7654 0.7661
PP 0.7658 0.7658 0.7658 0.7656
S1 0.7646 0.7646 0.7650 0.7643
S2 0.7641 0.7641 0.7649
S3 0.7624 0.7629 0.7647
S4 0.7607 0.7612 0.7643
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 0.7669 0.7560 0.0109 1.4% 0.0017 0.2% 84% True False 7
10 0.7669 0.7542 0.0128 1.7% 0.0017 0.2% 87% True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7741
2.618 0.7714
1.618 0.7697
1.000 0.7686
0.618 0.7680
HIGH 0.7669
0.618 0.7663
0.500 0.7661
0.382 0.7658
LOW 0.7652
0.618 0.7641
1.000 0.7635
1.618 0.7624
2.618 0.7607
4.250 0.7580
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 0.7661 0.7650
PP 0.7658 0.7647
S1 0.7655 0.7645

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

View Archives - Comment on this page... - Back to Index of Symbols