CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 25-Oct-2018
Day Change Summary
Previous Current
24-Oct-2018 25-Oct-2018 Change Change % Previous Week
Open 0.7704 0.7697 -0.0007 -0.1% 0.7712
High 0.7726 0.7697 -0.0028 -0.4% 0.7765
Low 0.7704 0.7670 -0.0034 -0.4% 0.7660
Close 0.7714 0.7678 -0.0036 -0.5% 0.7660
Range 0.0022 0.0027 0.0006 25.6% 0.0106
ATR 0.0031 0.0032 0.0001 2.8% 0.0000
Volume 54 4 -50 -92.6% 22
Daily Pivots for day following 25-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7763 0.7747 0.7693
R3 0.7736 0.7720 0.7685
R2 0.7709 0.7709 0.7683
R1 0.7693 0.7693 0.7680 0.7688
PP 0.7682 0.7682 0.7682 0.7679
S1 0.7666 0.7666 0.7676 0.7660
S2 0.7655 0.7655 0.7673
S3 0.7628 0.7639 0.7671
S4 0.7601 0.7612 0.7663
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 0.7726 0.7659 0.0067 0.9% 0.0016 0.2% 29% False False 30
10 0.7765 0.7659 0.0107 1.4% 0.0016 0.2% 18% False False 17
20 0.7857 0.7659 0.0199 2.6% 0.0017 0.2% 10% False False 14
40 0.7857 0.7606 0.0251 3.3% 0.0017 0.2% 29% False False 11
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 29% False False 9
80 0.7857 0.7573 0.0284 3.7% 0.0015 0.2% 37% False False 8
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 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7812
2.618 0.7768
1.618 0.7741
1.000 0.7724
0.618 0.7714
HIGH 0.7697
0.618 0.7687
0.500 0.7684
0.382 0.7680
LOW 0.7670
0.618 0.7653
1.000 0.7643
1.618 0.7626
2.618 0.7599
4.250 0.7555
Fisher Pivots for day following 25-Oct-2018
Pivot 1 day 3 day
R1 0.7684 0.7697
PP 0.7682 0.7691
S1 0.7680 0.7684

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

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