CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 0.7745 0.7706 -0.0039 -0.5% 0.7843
High 0.7745 0.7714 -0.0031 -0.4% 0.7857
Low 0.7703 0.7690 -0.0014 -0.2% 0.7760
Close 0.7706 0.7699 -0.0007 -0.1% 0.7763
Range 0.0042 0.0025 -0.0018 -41.7% 0.0097
ATR 0.0033 0.0033 -0.0001 -1.9% 0.0000
Volume 10 12 2 20.0% 82
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7774 0.7761 0.7712
R3 0.7750 0.7737 0.7706
R2 0.7725 0.7725 0.7703
R1 0.7712 0.7712 0.7701 0.7707
PP 0.7701 0.7701 0.7701 0.7698
S1 0.7688 0.7688 0.7697 0.7682
S2 0.7676 0.7676 0.7695
S3 0.7652 0.7663 0.7692
S4 0.7627 0.7639 0.7686
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 0.7772 0.7690 0.0083 1.1% 0.0021 0.3% 12% False True 5
10 0.7857 0.7690 0.0168 2.2% 0.0017 0.2% 6% False True 12
20 0.7857 0.7690 0.0168 2.2% 0.0012 0.2% 6% False True 7
40 0.7857 0.7606 0.0251 3.3% 0.0016 0.2% 37% False False 9
60 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 44% False False 7
80 0.7857 0.7542 0.0316 4.1% 0.0015 0.2% 50% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7818
2.618 0.7778
1.618 0.7754
1.000 0.7739
0.618 0.7729
HIGH 0.7714
0.618 0.7705
0.500 0.7702
0.382 0.7699
LOW 0.7690
0.618 0.7674
1.000 0.7665
1.618 0.7650
2.618 0.7625
4.250 0.7585
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 0.7702 0.7725
PP 0.7701 0.7716
S1 0.7700 0.7708

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

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