CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 0.7671 0.7695 0.0024 0.3% 0.7620
High 0.7685 0.7695 0.0010 0.1% 0.7685
Low 0.7671 0.7672 0.0001 0.0% 0.7620
Close 0.7676 0.7672 -0.0004 -0.1% 0.7676
Range 0.0015 0.0023 0.0009 58.6% 0.0065
ATR 0.0000 0.0027 0.0027 0.0000
Volume 62 2 -60 -96.8% 71
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7748 0.7733 0.7684
R3 0.7725 0.7710 0.7678
R2 0.7702 0.7702 0.7676
R1 0.7687 0.7687 0.7674 0.7683
PP 0.7679 0.7679 0.7679 0.7677
S1 0.7664 0.7664 0.7669 0.7660
S2 0.7656 0.7656 0.7667
S3 0.7633 0.7641 0.7665
S4 0.7610 0.7618 0.7659
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7855 0.7830 0.7711
R3 0.7790 0.7765 0.7693
R2 0.7725 0.7725 0.7687
R1 0.7700 0.7700 0.7681 0.7713
PP 0.7660 0.7660 0.7660 0.7666
S1 0.7635 0.7635 0.7670 0.7648
S2 0.7595 0.7595 0.7664
S3 0.7530 0.7570 0.7658
S4 0.7465 0.7505 0.7640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7695 0.7620 0.0075 1.0% 0.0012 0.2% 69% True False 14
10 0.7695 0.7542 0.0153 2.0% 0.0017 0.2% 85% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7792
2.618 0.7755
1.618 0.7732
1.000 0.7718
0.618 0.7709
HIGH 0.7695
0.618 0.7686
0.500 0.7683
0.382 0.7680
LOW 0.7672
0.618 0.7657
1.000 0.7648
1.618 0.7634
2.618 0.7611
4.250 0.7574
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 0.7683 0.7673
PP 0.7679 0.7673
S1 0.7675 0.7672

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

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