CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 0.7667 0.7668 0.0001 0.0% 0.7712
High 0.7673 0.7676 0.0003 0.0% 0.7765
Low 0.7659 0.7668 0.0010 0.1% 0.7660
Close 0.7667 0.7675 0.0008 0.1% 0.7660
Range 0.0015 0.0008 -0.0007 -48.3% 0.0106
ATR 0.0031 0.0030 -0.0002 -5.1% 0.0000
Volume 26 63 37 142.3% 22
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7695 0.7693 0.7679
R3 0.7688 0.7685 0.7677
R2 0.7680 0.7680 0.7676
R1 0.7678 0.7678 0.7676 0.7679
PP 0.7673 0.7673 0.7673 0.7674
S1 0.7670 0.7670 0.7674 0.7672
S2 0.7665 0.7665 0.7674
S3 0.7658 0.7663 0.7673
S4 0.7650 0.7655 0.7671
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8011 0.7941 0.7718
R3 0.7906 0.7835 0.7689
R2 0.7800 0.7800 0.7679
R1 0.7730 0.7730 0.7669 0.7712
PP 0.7695 0.7695 0.7695 0.7686
S1 0.7624 0.7624 0.7650 0.7607
S2 0.7589 0.7589 0.7640
S3 0.7484 0.7519 0.7630
S4 0.7378 0.7413 0.7601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7720 0.7659 0.0062 0.8% 0.0011 0.1% 27% False False 19
10 0.7765 0.7659 0.0107 1.4% 0.0018 0.2% 15% False False 13
20 0.7857 0.7659 0.0199 2.6% 0.0017 0.2% 8% False False 12
40 0.7857 0.7606 0.0251 3.3% 0.0016 0.2% 27% False False 10
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 27% False False 8
80 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 36% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7695
1.618 0.7688
1.000 0.7683
0.618 0.7680
HIGH 0.7676
0.618 0.7673
0.500 0.7672
0.382 0.7671
LOW 0.7668
0.618 0.7663
1.000 0.7660
1.618 0.7656
2.618 0.7648
4.250 0.7636
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 0.7674 0.7672
PP 0.7673 0.7670
S1 0.7672 0.7667

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

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