CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 10-Sep-2018
Day Change Summary
Previous Current
07-Sep-2018 10-Sep-2018 Change Change % Previous Week
Open 0.7651 0.7638 -0.0014 -0.2% 0.7615
High 0.7651 0.7638 -0.0014 -0.2% 0.7651
Low 0.7626 0.7638 0.0012 0.2% 0.7606
Close 0.7630 0.7638 0.0008 0.1% 0.7630
Range 0.0026 0.0000 -0.0026 -100.0% 0.0045
ATR 0.0034 0.0032 -0.0002 -5.5% 0.0000
Volume 3 0 -3 -100.0% 87
Daily Pivots for day following 10-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7638 0.7638 0.7638
R3 0.7638 0.7638 0.7638
R2 0.7638 0.7638 0.7638
R1 0.7638 0.7638 0.7638 0.7638
PP 0.7638 0.7638 0.7638 0.7638
S1 0.7638 0.7638 0.7638 0.7638
S2 0.7638 0.7638 0.7638
S3 0.7638 0.7638 0.7638
S4 0.7638 0.7638 0.7638
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 0.7651 0.7606 0.0045 0.6% 0.0017 0.2% 70% False False 17
10 0.7781 0.7606 0.0175 2.3% 0.0023 0.3% 18% False False 14
20 0.7781 0.7606 0.0175 2.3% 0.0015 0.2% 18% False False 9
40 0.7781 0.7573 0.0208 2.7% 0.0013 0.2% 31% False False 6
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 0.0003
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7638
1.618 0.7638
1.000 0.7638
0.618 0.7638
HIGH 0.7638
0.618 0.7638
0.500 0.7638
0.382 0.7638
LOW 0.7638
0.618 0.7638
1.000 0.7638
1.618 0.7638
2.618 0.7638
4.250 0.7638
Fisher Pivots for day following 10-Sep-2018
Pivot 1 day 3 day
R1 0.7638 0.7635
PP 0.7638 0.7632
S1 0.7638 0.7629

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

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