CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 0.7760 0.7751 -0.0009 -0.1% 0.7715
High 0.7760 0.7751 -0.0009 -0.1% 0.7787
Low 0.7759 0.7720 -0.0039 -0.5% 0.7715
Close 0.7759 0.7728 -0.0031 -0.4% 0.7777
Range 0.0002 0.0031 0.0030 1,966.7% 0.0073
ATR 0.0027 0.0027 0.0001 3.2% 0.0000
Volume 3 9 6 200.0% 8
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7826 0.7808 0.7745
R3 0.7795 0.7777 0.7737
R2 0.7764 0.7764 0.7734
R1 0.7746 0.7746 0.7731 0.7740
PP 0.7733 0.7733 0.7733 0.7730
S1 0.7715 0.7715 0.7725 0.7709
S2 0.7702 0.7702 0.7722
S3 0.7671 0.7684 0.7719
S4 0.7640 0.7653 0.7711
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 0.7720 0.0067 0.9% 0.0011 0.1% 12% False True 5
10 0.7787 0.7708 0.0079 1.0% 0.0006 0.1% 25% False False 3
20 0.7787 0.7606 0.0181 2.3% 0.0017 0.2% 67% False False 8
40 0.7787 0.7606 0.0181 2.3% 0.0015 0.2% 67% False False 7
60 0.7787 0.7573 0.0214 2.8% 0.0014 0.2% 72% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7832
1.618 0.7801
1.000 0.7782
0.618 0.7770
HIGH 0.7751
0.618 0.7739
0.500 0.7736
0.382 0.7732
LOW 0.7720
0.618 0.7701
1.000 0.7689
1.618 0.7670
2.618 0.7639
4.250 0.7588
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 0.7736 0.7747
PP 0.7733 0.7740
S1 0.7731 0.7734

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

View Archives - Comment on this page... - Back to Index of Symbols