CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 0.7787 0.7778 -0.0009 -0.1% 0.7715
High 0.7787 0.7783 -0.0005 -0.1% 0.7787
Low 0.7785 0.7777 -0.0008 -0.1% 0.7715
Close 0.7785 0.7777 -0.0008 -0.1% 0.7777
Range 0.0003 0.0006 0.0003 140.0% 0.0073
ATR 0.0031 0.0029 -0.0002 -5.3% 0.0000
Volume 1 7 6 600.0% 8
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7796 0.7792 0.7780
R3 0.7790 0.7786 0.7778
R2 0.7784 0.7784 0.7778
R1 0.7781 0.7781 0.7777 0.7780
PP 0.7779 0.7779 0.7779 0.7778
S1 0.7775 0.7775 0.7776 0.7774
S2 0.7773 0.7773 0.7775
S3 0.7767 0.7769 0.7775
S4 0.7761 0.7763 0.7773
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7977 0.7949 0.7816
R3 0.7904 0.7877 0.7796
R2 0.7832 0.7832 0.7790
R1 0.7804 0.7804 0.7783 0.7818
PP 0.7759 0.7759 0.7759 0.7766
S1 0.7732 0.7732 0.7770 0.7746
S2 0.7687 0.7687 0.7763
S3 0.7614 0.7659 0.7757
S4 0.7542 0.7587 0.7737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7787 0.7715 0.0073 0.9% 0.0002 0.0% 86% False False 1
10 0.7787 0.7633 0.0155 2.0% 0.0012 0.2% 93% False False 2
20 0.7787 0.7606 0.0181 2.3% 0.0018 0.2% 94% False False 8
40 0.7787 0.7606 0.0181 2.3% 0.0014 0.2% 94% False False 6
60 0.7787 0.7560 0.0227 2.9% 0.0014 0.2% 95% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7808
2.618 0.7798
1.618 0.7792
1.000 0.7788
0.618 0.7786
HIGH 0.7783
0.618 0.7780
0.500 0.7780
0.382 0.7779
LOW 0.7777
0.618 0.7773
1.000 0.7771
1.618 0.7767
2.618 0.7761
4.250 0.7751
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 0.7780 0.7782
PP 0.7779 0.7780
S1 0.7778 0.7778

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

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