CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 0.7697 0.7724 0.0028 0.4% 0.7632
High 0.7697 0.7727 0.0030 0.4% 0.7701
Low 0.7694 0.7722 0.0027 0.4% 0.7632
Close 0.7694 0.7722 0.0027 0.4% 0.7694
Range 0.0002 0.0005 0.0003 100.1% 0.0069
ATR 0.0029 0.0029 0.0000 0.8% 0.0000
Volume 1 3 2 200.0% 2
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7738 0.7735 0.7724
R3 0.7733 0.7730 0.7723
R2 0.7728 0.7728 0.7722
R1 0.7725 0.7725 0.7722 0.7724
PP 0.7723 0.7723 0.7723 0.7723
S1 0.7720 0.7720 0.7721 0.7719
S2 0.7718 0.7718 0.7721
S3 0.7713 0.7715 0.7720
S4 0.7708 0.7710 0.7719
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7883 0.7857 0.7732
R3 0.7814 0.7788 0.7713
R2 0.7745 0.7745 0.7707
R1 0.7719 0.7719 0.7700 0.7732
PP 0.7676 0.7676 0.7676 0.7682
S1 0.7650 0.7650 0.7688 0.7663
S2 0.7607 0.7607 0.7681
S3 0.7538 0.7581 0.7675
S4 0.7469 0.7512 0.7656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7727 0.7642 0.0085 1.1% 0.0002 0.0% 94% True False 1
10 0.7727 0.7573 0.0154 2.0% 0.0007 0.1% 97% True False 2
20 0.7727 0.7573 0.0154 2.0% 0.0012 0.1% 97% True False 5
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 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7740
1.618 0.7735
1.000 0.7732
0.618 0.7730
HIGH 0.7727
0.618 0.7725
0.500 0.7724
0.382 0.7723
LOW 0.7722
0.618 0.7718
1.000 0.7716
1.618 0.7713
2.618 0.7708
4.250 0.7700
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 0.7724 0.7718
PP 0.7723 0.7714
S1 0.7722 0.7710

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

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