CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 10-Oct-2018
Day Change Summary
Previous Current
09-Oct-2018 10-Oct-2018 Change Change % Previous Week
Open 0.7732 0.7745 0.0013 0.2% 0.7843
High 0.7760 0.7745 -0.0015 -0.2% 0.7857
Low 0.7732 0.7703 -0.0029 -0.4% 0.7760
Close 0.7760 0.7706 -0.0054 -0.7% 0.7763
Range 0.0028 0.0042 0.0014 52.7% 0.0097
ATR 0.0031 0.0033 0.0002 5.7% 0.0000
Volume 2 10 8 400.0% 82
Daily Pivots for day following 10-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7844 0.7817 0.7729
R3 0.7802 0.7775 0.7718
R2 0.7760 0.7760 0.7714
R1 0.7733 0.7733 0.7710 0.7726
PP 0.7718 0.7718 0.7718 0.7714
S1 0.7691 0.7691 0.7702 0.7684
S2 0.7676 0.7676 0.7698
S3 0.7634 0.7649 0.7694
S4 0.7592 0.7607 0.7683
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 0.7775 0.7703 0.0072 0.9% 0.0017 0.2% 4% False True 4
10 0.7857 0.7694 0.0163 2.1% 0.0017 0.2% 7% False False 11
20 0.7857 0.7694 0.0163 2.1% 0.0012 0.2% 7% False False 7
40 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 40% False False 8
60 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 47% False False 7
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 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7855
1.618 0.7813
1.000 0.7787
0.618 0.7771
HIGH 0.7745
0.618 0.7729
0.500 0.7724
0.382 0.7719
LOW 0.7703
0.618 0.7677
1.000 0.7661
1.618 0.7635
2.618 0.7593
4.250 0.7525
Fisher Pivots for day following 10-Oct-2018
Pivot 1 day 3 day
R1 0.7724 0.7731
PP 0.7718 0.7723
S1 0.7712 0.7714

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

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