CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 0.7729 0.7781 0.0052 0.7% 0.7698
High 0.7749 0.7781 0.0033 0.4% 0.7723
Low 0.7705 0.7769 0.0065 0.8% 0.7673
Close 0.7749 0.7769 0.0021 0.3% 0.7710
Range 0.0044 0.0012 -0.0032 -72.7% 0.0050
ATR 0.0031 0.0031 0.0000 0.4% 0.0000
Volume 9 8 -1 -11.1% 37
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7809 0.7801 0.7776
R3 0.7797 0.7789 0.7772
R2 0.7785 0.7785 0.7771
R1 0.7777 0.7777 0.7770 0.7775
PP 0.7773 0.7773 0.7773 0.7772
S1 0.7765 0.7765 0.7768 0.7763
S2 0.7761 0.7761 0.7767
S3 0.7749 0.7753 0.7766
S4 0.7737 0.7741 0.7762
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7852 0.7831 0.7737
R3 0.7802 0.7781 0.7723
R2 0.7752 0.7752 0.7719
R1 0.7731 0.7731 0.7714 0.7741
PP 0.7702 0.7702 0.7702 0.7707
S1 0.7681 0.7681 0.7705 0.7691
S2 0.7652 0.7652 0.7700
S3 0.7602 0.7631 0.7696
S4 0.7552 0.7581 0.7682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7781 0.7673 0.0108 1.4% 0.0015 0.2% 89% True False 10
10 0.7781 0.7634 0.0147 1.9% 0.0011 0.1% 92% True False 6
20 0.7781 0.7634 0.0147 1.9% 0.0012 0.2% 92% True False 5
40 0.7781 0.7573 0.0208 2.7% 0.0013 0.2% 94% True False 5
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7832
2.618 0.7812
1.618 0.7800
1.000 0.7793
0.618 0.7788
HIGH 0.7781
0.618 0.7776
0.500 0.7775
0.382 0.7774
LOW 0.7769
0.618 0.7762
1.000 0.7757
1.618 0.7750
2.618 0.7738
4.250 0.7718
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 0.7775 0.7760
PP 0.7773 0.7752
S1 0.7771 0.7743

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

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