CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 25-Sep-2018
Day Change Summary
Previous Current
24-Sep-2018 25-Sep-2018 Change Change % Previous Week
Open 0.7773 0.7760 -0.0013 -0.2% 0.7715
High 0.7773 0.7760 -0.0013 -0.2% 0.7787
Low 0.7759 0.7759 -0.0001 0.0% 0.7715
Close 0.7765 0.7759 -0.0007 -0.1% 0.7777
Range 0.0014 0.0002 -0.0012 -89.3% 0.0073
ATR 0.0028 0.0027 -0.0002 -5.5% 0.0000
Volume 8 3 -5 -62.5% 8
Daily Pivots for day following 25-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7764 0.7763 0.7759
R3 0.7762 0.7761 0.7759
R2 0.7761 0.7761 0.7759
R1 0.7760 0.7760 0.7759 0.7759
PP 0.7759 0.7759 0.7759 0.7759
S1 0.7758 0.7758 0.7758 0.7758
S2 0.7758 0.7758 0.7758
S3 0.7756 0.7757 0.7758
S4 0.7755 0.7755 0.7758
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 0.7759 0.0029 0.4% 0.0005 0.1% 0% False True 3
10 0.7787 0.7692 0.0095 1.2% 0.0008 0.1% 70% False False 3
20 0.7787 0.7606 0.0181 2.3% 0.0016 0.2% 84% False False 8
40 0.7787 0.7606 0.0181 2.3% 0.0015 0.2% 84% False False 7
60 0.7787 0.7573 0.0214 2.8% 0.0014 0.2% 87% False False 6
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7766
2.618 0.7764
1.618 0.7762
1.000 0.7762
0.618 0.7761
HIGH 0.7760
0.618 0.7759
0.500 0.7759
0.382 0.7759
LOW 0.7759
0.618 0.7758
1.000 0.7757
1.618 0.7756
2.618 0.7755
4.250 0.7752
Fisher Pivots for day following 25-Sep-2018
Pivot 1 day 3 day
R1 0.7759 0.7771
PP 0.7759 0.7767
S1 0.7759 0.7763

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

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