CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 19-Sep-2018
Day Change Summary
Previous Current
18-Sep-2018 19-Sep-2018 Change Change % Previous Week
Open 0.7742 0.7781 0.0039 0.5% 0.7638
High 0.7742 0.7781 0.0039 0.5% 0.7739
Low 0.7742 0.7781 0.0039 0.5% 0.7633
Close 0.7742 0.7781 0.0039 0.5% 0.7711
Range
ATR 0.0032 0.0033 0.0001 1.7% 0.0000
Volume
Daily Pivots for day following 19-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7781 0.7781 0.7781
R3 0.7781 0.7781 0.7781
R2 0.7781 0.7781 0.7781
R1 0.7781 0.7781 0.7781 0.7781
PP 0.7781 0.7781 0.7781 0.7781
S1 0.7781 0.7781 0.7781 0.7781
S2 0.7781 0.7781 0.7781
S3 0.7781 0.7781 0.7781
S4 0.7781 0.7781 0.7781
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 0.7781 0.7708 0.0073 0.9% 0.0002 0.0% 100% True False 1
10 0.7781 0.7606 0.0175 2.2% 0.0018 0.2% 100% True False 7
20 0.7781 0.7606 0.0175 2.2% 0.0018 0.2% 100% True False 9
40 0.7781 0.7606 0.0175 2.2% 0.0014 0.2% 100% True False 6
60 0.7781 0.7542 0.0240 3.1% 0.0015 0.2% 100% True False 7
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7781
1.618 0.7781
1.000 0.7781
0.618 0.7781
HIGH 0.7781
0.618 0.7781
0.500 0.7781
0.382 0.7781
LOW 0.7781
0.618 0.7781
1.000 0.7781
1.618 0.7781
2.618 0.7781
4.250 0.7781
Fisher Pivots for day following 19-Sep-2018
Pivot 1 day 3 day
R1 0.7781 0.7770
PP 0.7781 0.7759
S1 0.7781 0.7748

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

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