CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 0.7637 0.7640 0.0004 0.0% 0.7695
High 0.7637 0.7640 0.0004 0.0% 0.7699
Low 0.7635 0.7630 -0.0005 -0.1% 0.7619
Close 0.7635 0.7640 0.0005 0.1% 0.7640
Range 0.0002 0.0010 0.0009 566.3% 0.0080
ATR 0.0029 0.0028 -0.0001 -4.7% 0.0000
Volume 1 0 -1 -100.0% 28
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7667 0.7663 0.7646
R3 0.7657 0.7653 0.7643
R2 0.7647 0.7647 0.7642
R1 0.7643 0.7643 0.7641 0.7645
PP 0.7637 0.7637 0.7637 0.7638
S1 0.7633 0.7633 0.7639 0.7635
S2 0.7627 0.7627 0.7638
S3 0.7617 0.7623 0.7637
S4 0.7607 0.7613 0.7635
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7893 0.7846 0.7684
R3 0.7813 0.7766 0.7662
R2 0.7733 0.7733 0.7655
R1 0.7686 0.7686 0.7647 0.7670
PP 0.7653 0.7653 0.7653 0.7644
S1 0.7606 0.7606 0.7633 0.7590
S2 0.7573 0.7573 0.7625
S3 0.7493 0.7526 0.7618
S4 0.7413 0.7446 0.7596
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 1.0% 0.0025 0.3% 26% False False 5
10 0.7699 0.7619 0.0080 1.0% 0.0019 0.2% 26% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.7683
2.618 0.7666
1.618 0.7656
1.000 0.7650
0.618 0.7646
HIGH 0.7640
0.618 0.7636
0.500 0.7635
0.382 0.7634
LOW 0.7630
0.618 0.7624
1.000 0.7620
1.618 0.7614
2.618 0.7604
4.250 0.7587
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 0.7638 0.7659
PP 0.7637 0.7653
S1 0.7635 0.7646

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

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