CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 0.7615 0.7621 0.0006 0.1% 0.7729
High 0.7627 0.7622 -0.0006 -0.1% 0.7781
Low 0.7615 0.7619 0.0004 0.1% 0.7695
Close 0.7625 0.7619 -0.0007 -0.1% 0.7700
Range 0.0012 0.0003 -0.0009 -76.0% 0.0086
ATR 0.0036 0.0034 -0.0002 -5.8% 0.0000
Volume 21 6 -15 -71.4% 61
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7629 0.7627 0.7620
R3 0.7626 0.7624 0.7619
R2 0.7623 0.7623 0.7619
R1 0.7621 0.7621 0.7619 0.7620
PP 0.7620 0.7620 0.7620 0.7619
S1 0.7618 0.7618 0.7618 0.7617
S2 0.7617 0.7617 0.7618
S3 0.7614 0.7615 0.7618
S4 0.7611 0.7612 0.7617
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7984 0.7928 0.7747
R3 0.7898 0.7842 0.7723
R2 0.7811 0.7811 0.7715
R1 0.7755 0.7755 0.7707 0.7740
PP 0.7725 0.7725 0.7725 0.7717
S1 0.7669 0.7669 0.7692 0.7654
S2 0.7639 0.7639 0.7684
S3 0.7552 0.7583 0.7676
S4 0.7466 0.7496 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7781 0.7615 0.0166 2.2% 0.0022 0.3% 2% False False 14
10 0.7781 0.7615 0.0166 2.2% 0.0018 0.2% 2% False False 12
20 0.7781 0.7615 0.0166 2.2% 0.0014 0.2% 2% False False 7
40 0.7781 0.7573 0.0208 2.7% 0.0014 0.2% 22% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7629
1.618 0.7626
1.000 0.7625
0.618 0.7623
HIGH 0.7622
0.618 0.7620
0.500 0.7620
0.382 0.7620
LOW 0.7619
0.618 0.7617
1.000 0.7616
1.618 0.7614
2.618 0.7611
4.250 0.7606
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 0.7620 0.7669
PP 0.7620 0.7652
S1 0.7619 0.7635

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

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