CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 0.7633 0.7692 0.0059 0.8% 0.7615
High 0.7688 0.7737 0.0050 0.6% 0.7651
Low 0.7633 0.7692 0.0059 0.8% 0.7606
Close 0.7653 0.7737 0.0084 1.1% 0.7630
Range 0.0055 0.0045 -0.0010 -18.2% 0.0045
ATR 0.0034 0.0037 0.0004 10.7% 0.0000
Volume 4 7 3 75.0% 87
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7857 0.7842 0.7762
R3 0.7812 0.7797 0.7749
R2 0.7767 0.7767 0.7745
R1 0.7752 0.7752 0.7741 0.7760
PP 0.7722 0.7722 0.7722 0.7726
S1 0.7707 0.7707 0.7733 0.7715
S2 0.7677 0.7677 0.7729
S3 0.7632 0.7662 0.7725
S4 0.7587 0.7617 0.7712
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 0.7737 0.7606 0.0131 1.7% 0.0034 0.4% 100% True False 14
10 0.7781 0.7606 0.0175 2.3% 0.0028 0.4% 75% False False 14
20 0.7781 0.7606 0.0175 2.3% 0.0019 0.3% 75% False False 10
40 0.7781 0.7573 0.0208 2.7% 0.0016 0.2% 79% False False 7
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7928
2.618 0.7855
1.618 0.7810
1.000 0.7782
0.618 0.7765
HIGH 0.7737
0.618 0.7720
0.500 0.7715
0.382 0.7709
LOW 0.7692
0.618 0.7664
1.000 0.7647
1.618 0.7619
2.618 0.7574
4.250 0.7501
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 0.7730 0.7720
PP 0.7722 0.7702
S1 0.7715 0.7685

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

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