CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 0.7724 0.7712 -0.0012 -0.2% 0.7632
High 0.7727 0.7735 0.0008 0.1% 0.7701
Low 0.7722 0.7709 -0.0013 -0.2% 0.7632
Close 0.7722 0.7735 0.0014 0.2% 0.7694
Range 0.0005 0.0027 0.0021 429.9% 0.0069
ATR 0.0029 0.0029 0.0000 -0.7% 0.0000
Volume 3 11 8 266.7% 2
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7806 0.7797 0.7750
R3 0.7779 0.7770 0.7742
R2 0.7753 0.7753 0.7740
R1 0.7744 0.7744 0.7737 0.7748
PP 0.7726 0.7726 0.7726 0.7728
S1 0.7717 0.7717 0.7733 0.7722
S2 0.7700 0.7700 0.7730
S3 0.7673 0.7691 0.7728
S4 0.7647 0.7664 0.7720
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 0.7735 0.7693 0.0042 0.5% 0.0007 0.1% 100% True False 3
10 0.7735 0.7573 0.0162 2.1% 0.0010 0.1% 100% True False 3
20 0.7735 0.7573 0.0162 2.1% 0.0013 0.2% 100% True False 6
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7848
2.618 0.7804
1.618 0.7778
1.000 0.7762
0.618 0.7751
HIGH 0.7735
0.618 0.7725
0.500 0.7722
0.382 0.7719
LOW 0.7709
0.618 0.7692
1.000 0.7682
1.618 0.7666
2.618 0.7639
4.250 0.7596
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 0.7731 0.7728
PP 0.7726 0.7721
S1 0.7722 0.7715

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

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