CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 09-Oct-2018
Day Change Summary
Previous Current
08-Oct-2018 09-Oct-2018 Change Change % Previous Week
Open 0.7750 0.7732 -0.0018 -0.2% 0.7843
High 0.7750 0.7760 0.0010 0.1% 0.7857
Low 0.7750 0.7732 -0.0018 -0.2% 0.7760
Close 0.7750 0.7760 0.0010 0.1% 0.7763
Range 0.0000 0.0028 0.0028 0.0097
ATR 0.0032 0.0031 0.0000 -1.0% 0.0000
Volume 0 2 2 82
Daily Pivots for day following 09-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7833 0.7824 0.7775
R3 0.7805 0.7796 0.7767
R2 0.7778 0.7778 0.7765
R1 0.7769 0.7769 0.7762 0.7773
PP 0.7750 0.7750 0.7750 0.7753
S1 0.7741 0.7741 0.7757 0.7746
S2 0.7723 0.7723 0.7754
S3 0.7695 0.7714 0.7752
S4 0.7668 0.7686 0.7744
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 0.7732 0.0109 1.4% 0.0014 0.2% 25% False True 4
10 0.7857 0.7694 0.0163 2.1% 0.0016 0.2% 40% False False 11
20 0.7857 0.7692 0.0165 2.1% 0.0012 0.2% 41% False False 7
40 0.7857 0.7606 0.0251 3.2% 0.0014 0.2% 61% False False 8
60 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 66% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7876
2.618 0.7831
1.618 0.7804
1.000 0.7787
0.618 0.7776
HIGH 0.7760
0.618 0.7749
0.500 0.7746
0.382 0.7743
LOW 0.7732
0.618 0.7715
1.000 0.7704
1.618 0.7688
2.618 0.7660
4.250 0.7615
Fisher Pivots for day following 09-Oct-2018
Pivot 1 day 3 day
R1 0.7755 0.7757
PP 0.7750 0.7755
S1 0.7746 0.7752

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

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