CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 0.7739 0.7708 -0.0031 -0.4% 0.7638
High 0.7739 0.7711 -0.0028 -0.4% 0.7739
Low 0.7732 0.7708 -0.0024 -0.3% 0.7633
Close 0.7736 0.7711 -0.0025 -0.3% 0.7711
Range 0.0007 0.0003 -0.0004 -57.2% 0.0106
ATR 0.0035 0.0035 -0.0001 -1.4% 0.0000
Volume 5 1 -4 -80.0% 17
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7719 0.7718 0.7713
R3 0.7716 0.7715 0.7712
R2 0.7713 0.7713 0.7712
R1 0.7712 0.7712 0.7711 0.7712
PP 0.7710 0.7710 0.7710 0.7710
S1 0.7709 0.7709 0.7711 0.7710
S2 0.7707 0.7707 0.7710
S3 0.7704 0.7706 0.7710
S4 0.7701 0.7703 0.7709
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8014 0.7969 0.7770
R3 0.7907 0.7862 0.7740
R2 0.7801 0.7801 0.7731
R1 0.7756 0.7756 0.7721 0.7778
PP 0.7694 0.7694 0.7694 0.7705
S1 0.7649 0.7649 0.7701 0.7672
S2 0.7588 0.7588 0.7691
S3 0.7481 0.7543 0.7682
S4 0.7375 0.7436 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7739 0.7633 0.0106 1.4% 0.0022 0.3% 74% False False 3
10 0.7739 0.7606 0.0133 1.7% 0.0022 0.3% 79% False False 10
20 0.7781 0.7606 0.0175 2.3% 0.0019 0.3% 60% False False 10
40 0.7781 0.7606 0.0175 2.3% 0.0015 0.2% 60% False False 7
60 0.7781 0.7542 0.0240 3.1% 0.0016 0.2% 71% False False 7
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7724
2.618 0.7719
1.618 0.7716
1.000 0.7714
0.618 0.7713
HIGH 0.7711
0.618 0.7710
0.500 0.7710
0.382 0.7709
LOW 0.7708
0.618 0.7706
1.000 0.7705
1.618 0.7703
2.618 0.7700
4.250 0.7695
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 0.7711 0.7716
PP 0.7710 0.7714
S1 0.7710 0.7713

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

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