CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 0.7688 0.7706 0.0018 0.2% 0.7724
High 0.7721 0.7706 -0.0015 -0.2% 0.7748
Low 0.7688 0.7705 0.0017 0.2% 0.7709
Close 0.7721 0.7706 -0.0015 -0.2% 0.7743
Range 0.0033 0.0001 -0.0032 -96.9% 0.0039
ATR 0.0028 0.0027 -0.0001 -3.2% 0.0000
Volume 6 3 -3 -50.0% 30
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7708 0.7708 0.7706
R3 0.7707 0.7707 0.7706
R2 0.7706 0.7706 0.7706
R1 0.7706 0.7706 0.7706 0.7706
PP 0.7706 0.7706 0.7706 0.7706
S1 0.7705 0.7705 0.7705 0.7705
S2 0.7705 0.7705 0.7705
S3 0.7704 0.7704 0.7705
S4 0.7703 0.7703 0.7705
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7850 0.7835 0.7764
R3 0.7811 0.7796 0.7753
R2 0.7772 0.7772 0.7750
R1 0.7757 0.7757 0.7746 0.7765
PP 0.7733 0.7733 0.7733 0.7737
S1 0.7718 0.7718 0.7739 0.7726
S2 0.7694 0.7694 0.7735
S3 0.7655 0.7679 0.7732
S4 0.7616 0.7640 0.7721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7688 0.0058 0.7% 0.0015 0.2% 30% False False 3
10 0.7748 0.7688 0.0060 0.8% 0.0015 0.2% 29% False False 4
20 0.7748 0.7573 0.0175 2.3% 0.0011 0.1% 76% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7710
2.618 0.7709
1.618 0.7708
1.000 0.7707
0.618 0.7707
HIGH 0.7706
0.618 0.7706
0.500 0.7706
0.382 0.7705
LOW 0.7705
0.618 0.7704
1.000 0.7704
1.618 0.7703
2.618 0.7702
4.250 0.7701
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 0.7706 0.7709
PP 0.7706 0.7708
S1 0.7706 0.7707

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

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