CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 31-Oct-2018
Day Change Summary
Previous Current
30-Oct-2018 31-Oct-2018 Change Change % Previous Week
Open 0.7642 0.7644 0.0002 0.0% 0.7667
High 0.7646 0.7647 0.0001 0.0% 0.7726
Low 0.7638 0.7622 -0.0015 -0.2% 0.7643
Close 0.7645 0.7622 -0.0023 -0.3% 0.7669
Range 0.0009 0.0025 0.0017 194.1% 0.0083
ATR 0.0030 0.0030 0.0000 -1.2% 0.0000
Volume 10 4 -6 -60.0% 213
Daily Pivots for day following 31-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7705 0.7689 0.7636
R3 0.7680 0.7664 0.7629
R2 0.7655 0.7655 0.7627
R1 0.7639 0.7639 0.7624 0.7635
PP 0.7630 0.7630 0.7630 0.7628
S1 0.7614 0.7614 0.7620 0.7610
S2 0.7605 0.7605 0.7617
S3 0.7580 0.7589 0.7615
S4 0.7555 0.7564 0.7608
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 0.7697 0.7622 0.0075 1.0% 0.0022 0.3% 0% False True 19
10 0.7726 0.7622 0.0103 1.4% 0.0019 0.2% 0% False True 24
20 0.7775 0.7622 0.0153 2.0% 0.0018 0.2% 0% False True 15
40 0.7857 0.7606 0.0251 3.3% 0.0017 0.2% 6% False False 12
60 0.7857 0.7606 0.0251 3.3% 0.0016 0.2% 6% False False 10
80 0.7857 0.7573 0.0284 3.7% 0.0015 0.2% 17% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7753
2.618 0.7712
1.618 0.7687
1.000 0.7672
0.618 0.7662
HIGH 0.7647
0.618 0.7637
0.500 0.7635
0.382 0.7632
LOW 0.7622
0.618 0.7607
1.000 0.7597
1.618 0.7582
2.618 0.7557
4.250 0.7516
Fisher Pivots for day following 31-Oct-2018
Pivot 1 day 3 day
R1 0.7635 0.7647
PP 0.7630 0.7638
S1 0.7626 0.7630

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

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