CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 0.7772 0.7750 -0.0023 -0.3% 0.7843
High 0.7772 0.7750 -0.0023 -0.3% 0.7857
Low 0.7760 0.7750 -0.0011 -0.1% 0.7760
Close 0.7763 0.7750 -0.0013 -0.2% 0.7763
Range 0.0012 0.0000 -0.0012 -100.0% 0.0097
ATR 0.0033 0.0032 -0.0001 -4.3% 0.0000
Volume 5 0 -5 -100.0% 82
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7750 0.7750 0.7750
R3 0.7750 0.7750 0.7750
R2 0.7750 0.7750 0.7750
R1 0.7750 0.7750 0.7750 0.7750
PP 0.7750 0.7750 0.7750 0.7750
S1 0.7750 0.7750 0.7750 0.7750
S2 0.7750 0.7750 0.7750
S3 0.7750 0.7750 0.7750
S4 0.7750 0.7750 0.7750
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8084 0.8020 0.7816
R3 0.7987 0.7923 0.7789
R2 0.7890 0.7890 0.7780
R1 0.7826 0.7826 0.7771 0.7810
PP 0.7793 0.7793 0.7793 0.7785
S1 0.7729 0.7729 0.7754 0.7713
S2 0.7696 0.7696 0.7745
S3 0.7599 0.7632 0.7736
S4 0.7502 0.7535 0.7709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7841 0.7750 0.0092 1.2% 0.0011 0.1% 0% False True 5
10 0.7857 0.7694 0.0163 2.1% 0.0013 0.2% 34% False False 11
20 0.7857 0.7633 0.0224 2.9% 0.0013 0.2% 52% False False 7
40 0.7857 0.7606 0.0251 3.2% 0.0014 0.2% 57% False False 8
60 0.7857 0.7573 0.0284 3.7% 0.0013 0.2% 62% 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 0.0000
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7750
1.618 0.7750
1.000 0.7750
0.618 0.7750
HIGH 0.7750
0.618 0.7750
0.500 0.7750
0.382 0.7750
LOW 0.7750
0.618 0.7750
1.000 0.7750
1.618 0.7750
2.618 0.7750
4.250 0.7750
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 0.7750 0.7762
PP 0.7750 0.7758
S1 0.7750 0.7754

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

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