CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 0.7778 0.7773 -0.0005 -0.1% 0.7715
High 0.7783 0.7773 -0.0010 -0.1% 0.7787
Low 0.7777 0.7759 -0.0018 -0.2% 0.7715
Close 0.7777 0.7765 -0.0012 -0.1% 0.7777
Range 0.0006 0.0014 0.0008 133.4% 0.0073
ATR 0.0029 0.0028 -0.0001 -2.8% 0.0000
Volume 7 8 1 14.3% 8
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7808 0.7800 0.7773
R3 0.7794 0.7786 0.7769
R2 0.7780 0.7780 0.7768
R1 0.7772 0.7772 0.7766 0.7769
PP 0.7766 0.7766 0.7766 0.7764
S1 0.7758 0.7758 0.7764 0.7755
S2 0.7752 0.7752 0.7762
S3 0.7738 0.7744 0.7761
S4 0.7724 0.7730 0.7757
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 0.7742 0.0046 0.6% 0.0004 0.1% 52% False False 3
10 0.7787 0.7633 0.0155 2.0% 0.0013 0.2% 86% False False 3
20 0.7787 0.7606 0.0181 2.3% 0.0018 0.2% 88% False False 9
40 0.7787 0.7606 0.0181 2.3% 0.0015 0.2% 88% False False 7
60 0.7787 0.7573 0.0214 2.8% 0.0014 0.2% 90% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7832
2.618 0.7810
1.618 0.7796
1.000 0.7787
0.618 0.7782
HIGH 0.7773
0.618 0.7768
0.500 0.7766
0.382 0.7764
LOW 0.7759
0.618 0.7750
1.000 0.7745
1.618 0.7736
2.618 0.7722
4.250 0.7700
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 0.7766 0.7773
PP 0.7766 0.7770
S1 0.7765 0.7768

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

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