CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 03-Oct-2018
Day Change Summary
Previous Current
02-Oct-2018 03-Oct-2018 Change Change % Previous Week
Open 0.7837 0.7841 0.0004 0.1% 0.7773
High 0.7839 0.7841 0.0003 0.0% 0.7777
Low 0.7828 0.7816 -0.0012 -0.2% 0.7694
Close 0.7839 0.7822 -0.0017 -0.2% 0.7776
Range 0.0011 0.0025 0.0015 138.1% 0.0083
ATR 0.0034 0.0034 -0.0001 -1.9% 0.0000
Volume 9 9 0 0.0% 39
Daily Pivots for day following 03-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7901 0.7887 0.7836
R3 0.7876 0.7862 0.7829
R2 0.7851 0.7851 0.7827
R1 0.7837 0.7837 0.7824 0.7832
PP 0.7826 0.7826 0.7826 0.7824
S1 0.7812 0.7812 0.7820 0.7807
S2 0.7801 0.7801 0.7817
S3 0.7776 0.7787 0.7815
S4 0.7751 0.7762 0.7808
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7996 0.7969 0.7821
R3 0.7914 0.7886 0.7799
R2 0.7831 0.7831 0.7791
R1 0.7804 0.7804 0.7784 0.7818
PP 0.7749 0.7749 0.7749 0.7756
S1 0.7721 0.7721 0.7768 0.7735
S2 0.7666 0.7666 0.7761
S3 0.7584 0.7639 0.7753
S4 0.7501 0.7556 0.7731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7857 0.7694 0.0163 2.1% 0.0016 0.2% 79% False False 18
10 0.7857 0.7694 0.0163 2.1% 0.0014 0.2% 79% False False 11
20 0.7857 0.7606 0.0251 3.2% 0.0016 0.2% 86% False False 9
40 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 86% False False 8
60 0.7857 0.7573 0.0284 3.6% 0.0014 0.2% 88% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7947
2.618 0.7906
1.618 0.7881
1.000 0.7866
0.618 0.7856
HIGH 0.7841
0.618 0.7831
0.500 0.7829
0.382 0.7826
LOW 0.7816
0.618 0.7801
1.000 0.7791
1.618 0.7776
2.618 0.7751
4.250 0.7710
Fisher Pivots for day following 03-Oct-2018
Pivot 1 day 3 day
R1 0.7829 0.7837
PP 0.7826 0.7832
S1 0.7824 0.7827

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

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