CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 18-Oct-2018
Day Change Summary
Previous Current
17-Oct-2018 18-Oct-2018 Change Change % Previous Week
Open 0.7720 0.7707 -0.0013 -0.2% 0.7750
High 0.7720 0.7707 -0.0013 -0.2% 0.7760
Low 0.7720 0.7681 -0.0039 -0.5% 0.7690
Close 0.7720 0.7681 -0.0039 -0.5% 0.7700
Range 0.0000 0.0026 0.0026 0.0070
ATR 0.0033 0.0034 0.0000 1.3% 0.0000
Volume 0 3 3 29
Daily Pivots for day following 18-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7768 0.7750 0.7695
R3 0.7742 0.7724 0.7688
R2 0.7716 0.7716 0.7686
R1 0.7698 0.7698 0.7683 0.7694
PP 0.7690 0.7690 0.7690 0.7688
S1 0.7672 0.7672 0.7679 0.7668
S2 0.7664 0.7664 0.7676
S3 0.7638 0.7646 0.7674
S4 0.7612 0.7620 0.7667
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 0.7765 0.7681 0.0084 1.1% 0.0016 0.2% 0% False True 4
10 0.7772 0.7681 0.0091 1.2% 0.0019 0.2% 0% False True 5
20 0.7857 0.7681 0.0176 2.3% 0.0016 0.2% 0% False True 8
40 0.7857 0.7606 0.0251 3.3% 0.0017 0.2% 30% False False 9
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 30% False False 7
80 0.7857 0.7542 0.0316 4.1% 0.0015 0.2% 44% 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 0.7818
2.618 0.7775
1.618 0.7749
1.000 0.7733
0.618 0.7723
HIGH 0.7707
0.618 0.7697
0.500 0.7694
0.382 0.7691
LOW 0.7681
0.618 0.7665
1.000 0.7655
1.618 0.7639
2.618 0.7613
4.250 0.7571
Fisher Pivots for day following 18-Oct-2018
Pivot 1 day 3 day
R1 0.7694 0.7723
PP 0.7690 0.7709
S1 0.7685 0.7695

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

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