CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 29-Oct-2018
Day Change Summary
Previous Current
26-Oct-2018 29-Oct-2018 Change Change % Previous Week
Open 0.7651 0.7671 0.0020 0.3% 0.7667
High 0.7669 0.7671 0.0002 0.0% 0.7726
Low 0.7643 0.7648 0.0005 0.1% 0.7643
Close 0.7669 0.7648 -0.0022 -0.3% 0.7669
Range 0.0026 0.0023 -0.0003 -9.6% 0.0083
ATR 0.0032 0.0032 -0.0001 -2.0% 0.0000
Volume 66 13 -53 -80.3% 213
Daily Pivots for day following 29-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7726 0.7710 0.7660
R3 0.7702 0.7687 0.7654
R2 0.7679 0.7679 0.7652
R1 0.7663 0.7663 0.7650 0.7659
PP 0.7655 0.7655 0.7655 0.7653
S1 0.7640 0.7640 0.7645 0.7636
S2 0.7632 0.7632 0.7643
S3 0.7608 0.7616 0.7641
S4 0.7585 0.7593 0.7635
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7927 0.7880 0.7714
R3 0.7844 0.7798 0.7692
R2 0.7762 0.7762 0.7684
R1 0.7715 0.7715 0.7677 0.7739
PP 0.7679 0.7679 0.7679 0.7691
S1 0.7633 0.7633 0.7661 0.7656
S2 0.7597 0.7597 0.7654
S3 0.7514 0.7550 0.7646
S4 0.7432 0.7468 0.7624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7726 0.7643 0.0083 1.1% 0.0021 0.3% 5% False False 40
10 0.7765 0.7643 0.0122 1.6% 0.0016 0.2% 4% False False 23
20 0.7841 0.7643 0.0198 2.6% 0.0018 0.2% 2% False False 15
40 0.7857 0.7606 0.0251 3.3% 0.0016 0.2% 17% False False 12
60 0.7857 0.7606 0.0251 3.3% 0.0016 0.2% 17% False False 10
80 0.7857 0.7573 0.0284 3.7% 0.0015 0.2% 26% False False 9
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 True
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7771
2.618 0.7733
1.618 0.7709
1.000 0.7694
0.618 0.7686
HIGH 0.7671
0.618 0.7662
0.500 0.7659
0.382 0.7656
LOW 0.7648
0.618 0.7633
1.000 0.7624
1.618 0.7609
2.618 0.7586
4.250 0.7548
Fisher Pivots for day following 29-Oct-2018
Pivot 1 day 3 day
R1 0.7659 0.7670
PP 0.7655 0.7663
S1 0.7651 0.7655

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

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