CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 04-Oct-2018
Day Change Summary
Previous Current
03-Oct-2018 04-Oct-2018 Change Change % Previous Week
Open 0.7841 0.7775 -0.0066 -0.8% 0.7773
High 0.7841 0.7775 -0.0066 -0.8% 0.7777
Low 0.7816 0.7770 -0.0046 -0.6% 0.7694
Close 0.7822 0.7772 -0.0051 -0.6% 0.7776
Range 0.0025 0.0005 -0.0020 -80.0% 0.0083
ATR 0.0034 0.0035 0.0001 3.9% 0.0000
Volume 9 6 -3 -33.3% 39
Daily Pivots for day following 04-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7787 0.7784 0.7774
R3 0.7782 0.7779 0.7773
R2 0.7777 0.7777 0.7772
R1 0.7774 0.7774 0.7772 0.7773
PP 0.7772 0.7772 0.7772 0.7772
S1 0.7769 0.7769 0.7771 0.7768
S2 0.7767 0.7767 0.7771
S3 0.7762 0.7764 0.7770
S4 0.7757 0.7759 0.7769
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 0.7769 0.0089 1.1% 0.0013 0.2% 3% False False 18
10 0.7857 0.7694 0.0163 2.1% 0.0014 0.2% 48% False False 12
20 0.7857 0.7626 0.0232 3.0% 0.0014 0.2% 63% False False 7
40 0.7857 0.7606 0.0251 3.2% 0.0014 0.2% 66% False False 8
60 0.7857 0.7573 0.0284 3.7% 0.0013 0.2% 70% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7796
2.618 0.7788
1.618 0.7783
1.000 0.7780
0.618 0.7778
HIGH 0.7775
0.618 0.7773
0.500 0.7773
0.382 0.7772
LOW 0.7770
0.618 0.7767
1.000 0.7765
1.618 0.7762
2.618 0.7757
4.250 0.7749
Fisher Pivots for day following 04-Oct-2018
Pivot 1 day 3 day
R1 0.7773 0.7806
PP 0.7772 0.7794
S1 0.7772 0.7783

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

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