CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 0.7712 0.7748 0.0036 0.5% 0.7632
High 0.7735 0.7748 0.0013 0.2% 0.7701
Low 0.7709 0.7724 0.0016 0.2% 0.7632
Close 0.7735 0.7737 0.0002 0.0% 0.7694
Range 0.0027 0.0024 -0.0003 -11.3% 0.0069
ATR 0.0029 0.0029 0.0000 -1.4% 0.0000
Volume 11 5 -6 -54.5% 2
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7807 0.7795 0.7750
R3 0.7783 0.7772 0.7743
R2 0.7760 0.7760 0.7741
R1 0.7748 0.7748 0.7739 0.7742
PP 0.7736 0.7736 0.7736 0.7733
S1 0.7725 0.7725 0.7735 0.7719
S2 0.7713 0.7713 0.7733
S3 0.7689 0.7701 0.7731
S4 0.7666 0.7678 0.7724
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 0.7748 0.7693 0.0055 0.7% 0.0012 0.1% 81% True False 4
10 0.7748 0.7573 0.0175 2.3% 0.0009 0.1% 94% True False 3
20 0.7748 0.7573 0.0175 2.3% 0.0014 0.2% 94% True False 6
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 0.7847
2.618 0.7809
1.618 0.7786
1.000 0.7771
0.618 0.7762
HIGH 0.7748
0.618 0.7739
0.500 0.7736
0.382 0.7733
LOW 0.7724
0.618 0.7709
1.000 0.7701
1.618 0.7686
2.618 0.7662
4.250 0.7624
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 0.7737 0.7734
PP 0.7736 0.7731
S1 0.7736 0.7728

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

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