CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 0.7633 0.7573 -0.0060 -0.8% 0.7695
High 0.7633 0.7589 -0.0044 -0.6% 0.7699
Low 0.7602 0.7573 -0.0029 -0.4% 0.7619
Close 0.7633 0.7589 -0.0044 -0.6% 0.7640
Range 0.0031 0.0016 -0.0015 -48.4% 0.0080
ATR 0.0027 0.0029 0.0002 8.7% 0.0000
Volume 0 7 7 28
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7632 0.7626 0.7598
R3 0.7616 0.7610 0.7593
R2 0.7600 0.7600 0.7592
R1 0.7594 0.7594 0.7590 0.7597
PP 0.7584 0.7584 0.7584 0.7585
S1 0.7578 0.7578 0.7588 0.7581
S2 0.7568 0.7568 0.7586
S3 0.7552 0.7562 0.7585
S4 0.7536 0.7546 0.7580
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 0.7652 0.7573 0.0079 1.0% 0.0012 0.2% 20% False True 1
10 0.7699 0.7573 0.0126 1.7% 0.0019 0.2% 13% False True 9
20 0.7699 0.7542 0.0158 2.1% 0.0018 0.2% 30% False False 8
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7631
1.618 0.7615
1.000 0.7605
0.618 0.7599
HIGH 0.7589
0.618 0.7583
0.500 0.7581
0.382 0.7579
LOW 0.7573
0.618 0.7563
1.000 0.7557
1.618 0.7547
2.618 0.7531
4.250 0.7505
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 0.7586 0.7603
PP 0.7584 0.7598
S1 0.7581 0.7594

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

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