CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 07-Sep-2018
Day Change Summary
Previous Current
06-Sep-2018 07-Sep-2018 Change Change % Previous Week
Open 0.7619 0.7651 0.0033 0.4% 0.7615
High 0.7651 0.7651 0.0000 0.0% 0.7651
Low 0.7606 0.7626 0.0020 0.3% 0.7606
Close 0.7651 0.7630 -0.0021 -0.3% 0.7630
Range 0.0045 0.0026 -0.0019 -42.7% 0.0045
ATR 0.0034 0.0034 -0.0001 -1.9% 0.0000
Volume 57 3 -54 -94.7% 87
Daily Pivots for day following 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7712 0.7696 0.7644
R3 0.7686 0.7671 0.7637
R2 0.7661 0.7661 0.7634
R1 0.7645 0.7645 0.7632 0.7640
PP 0.7635 0.7635 0.7635 0.7633
S1 0.7620 0.7620 0.7627 0.7615
S2 0.7610 0.7610 0.7625
S3 0.7584 0.7594 0.7622
S4 0.7559 0.7569 0.7615
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7764 0.7742 0.7654
R3 0.7719 0.7697 0.7642
R2 0.7674 0.7674 0.7638
R1 0.7652 0.7652 0.7634 0.7663
PP 0.7629 0.7629 0.7629 0.7634
S1 0.7607 0.7607 0.7625 0.7618
S2 0.7584 0.7584 0.7621
S3 0.7539 0.7562 0.7617
S4 0.7494 0.7517 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7606 0.0118 1.5% 0.0023 0.3% 20% False False 18
10 0.7781 0.7606 0.0175 2.3% 0.0025 0.3% 13% False False 15
20 0.7781 0.7606 0.0175 2.3% 0.0016 0.2% 13% False False 10
40 0.7781 0.7573 0.0208 2.7% 0.0013 0.2% 27% False 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 True
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7718
1.618 0.7692
1.000 0.7677
0.618 0.7667
HIGH 0.7651
0.618 0.7641
0.500 0.7638
0.382 0.7635
LOW 0.7626
0.618 0.7610
1.000 0.7600
1.618 0.7584
2.618 0.7559
4.250 0.7517
Fisher Pivots for day following 07-Sep-2018
Pivot 1 day 3 day
R1 0.7638 0.7629
PP 0.7635 0.7629
S1 0.7632 0.7629

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

View Archives - Comment on this page... - Back to Index of Symbols