CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 16-Jul-2018
Day Change Summary
Previous Current
13-Jul-2018 16-Jul-2018 Change Change % Previous Week
Open 0.7640 0.7650 0.0010 0.1% 0.7695
High 0.7640 0.7652 0.0012 0.2% 0.7699
Low 0.7630 0.7650 0.0020 0.3% 0.7619
Close 0.7640 0.7650 0.0010 0.1% 0.7640
Range 0.0010 0.0002 -0.0008 -80.0% 0.0080
ATR 0.0028 0.0027 -0.0001 -4.1% 0.0000
Volume
Daily Pivots for day following 16-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7657 0.7655 0.7651
R3 0.7655 0.7653 0.7651
R2 0.7653 0.7653 0.7650
R1 0.7651 0.7651 0.7650 0.7651
PP 0.7651 0.7651 0.7651 0.7651
S1 0.7649 0.7649 0.7650 0.7649
S2 0.7649 0.7649 0.7650
S3 0.7647 0.7647 0.7649
S4 0.7645 0.7645 0.7649
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% 0.0020 0.3% 39% False False 5
10 0.7699 0.7619 0.0080 1.0% 0.0016 0.2% 39% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7657
1.618 0.7655
1.000 0.7654
0.618 0.7653
HIGH 0.7652
0.618 0.7651
0.500 0.7651
0.382 0.7651
LOW 0.7650
0.618 0.7649
1.000 0.7648
1.618 0.7647
2.618 0.7645
4.250 0.7642
Fisher Pivots for day following 16-Jul-2018
Pivot 1 day 3 day
R1 0.7651 0.7647
PP 0.7651 0.7644
S1 0.7650 0.7641

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

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