CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 11-Jul-2018
Day Change Summary
Previous Current
10-Jul-2018 11-Jul-2018 Change Change % Previous Week
Open 0.7658 0.7685 0.0027 0.4% 0.7620
High 0.7667 0.7699 0.0033 0.4% 0.7685
Low 0.7658 0.7619 -0.0039 -0.5% 0.7620
Close 0.7667 0.7619 -0.0048 -0.6% 0.7676
Range 0.0009 0.0080 0.0071 841.1% 0.0065
ATR 0.0026 0.0030 0.0004 14.7% 0.0000
Volume 2 23 21 1,050.0% 71
Daily Pivots for day following 11-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7886 0.7832 0.7663
R3 0.7806 0.7752 0.7641
R2 0.7726 0.7726 0.7634
R1 0.7672 0.7672 0.7626 0.7659
PP 0.7646 0.7646 0.7646 0.7639
S1 0.7592 0.7592 0.7612 0.7579
S2 0.7566 0.7566 0.7604
S3 0.7486 0.7512 0.7597
S4 0.7406 0.7432 0.7575
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 0.7699 0.7619 0.0080 1.1% 0.0029 0.4% 0% True True 18
10 0.7699 0.7542 0.0158 2.1% 0.0024 0.3% 49% True False 13
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8039
2.618 0.7908
1.618 0.7828
1.000 0.7779
0.618 0.7748
HIGH 0.7699
0.618 0.7668
0.500 0.7659
0.382 0.7650
LOW 0.7619
0.618 0.7570
1.000 0.7539
1.618 0.7490
2.618 0.7410
4.250 0.7279
Fisher Pivots for day following 11-Jul-2018
Pivot 1 day 3 day
R1 0.7659 0.7659
PP 0.7646 0.7646
S1 0.7632 0.7632

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

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