CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 15-Oct-2018
Day Change Summary
Previous Current
12-Oct-2018 15-Oct-2018 Change Change % Previous Week
Open 0.7714 0.7712 -0.0002 0.0% 0.7750
High 0.7714 0.7748 0.0034 0.4% 0.7760
Low 0.7700 0.7712 0.0013 0.2% 0.7690
Close 0.7700 0.7736 0.0037 0.5% 0.7700
Range 0.0015 0.0036 0.0021 148.3% 0.0070
ATR 0.0031 0.0033 0.0001 3.9% 0.0000
Volume 5 11 6 120.0% 29
Daily Pivots for day following 15-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7840 0.7824 0.7756
R3 0.7804 0.7788 0.7746
R2 0.7768 0.7768 0.7743
R1 0.7752 0.7752 0.7739 0.7760
PP 0.7732 0.7732 0.7732 0.7736
S1 0.7716 0.7716 0.7733 0.7724
S2 0.7696 0.7696 0.7729
S3 0.7660 0.7680 0.7726
S4 0.7624 0.7644 0.7716
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7926 0.7883 0.7738
R3 0.7856 0.7813 0.7719
R2 0.7786 0.7786 0.7712
R1 0.7743 0.7743 0.7706 0.7730
PP 0.7716 0.7716 0.7716 0.7710
S1 0.7673 0.7673 0.7693 0.7659
S2 0.7646 0.7646 0.7687
S3 0.7576 0.7603 0.7680
S4 0.7506 0.7533 0.7661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7760 0.7690 0.0070 0.9% 0.0029 0.4% 66% False False 8
10 0.7841 0.7690 0.0152 2.0% 0.0020 0.3% 31% False False 6
20 0.7857 0.7690 0.0168 2.2% 0.0015 0.2% 28% False False 8
40 0.7857 0.7606 0.0251 3.2% 0.0017 0.2% 52% False False 9
60 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 52% False False 7
80 0.7857 0.7542 0.0316 4.1% 0.0015 0.2% 62% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7842
1.618 0.7806
1.000 0.7784
0.618 0.7770
HIGH 0.7748
0.618 0.7734
0.500 0.7730
0.382 0.7726
LOW 0.7712
0.618 0.7690
1.000 0.7676
1.618 0.7654
2.618 0.7618
4.250 0.7559
Fisher Pivots for day following 15-Oct-2018
Pivot 1 day 3 day
R1 0.7734 0.7730
PP 0.7732 0.7725
S1 0.7730 0.7719

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

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