CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.7644 0.7666 0.0021 0.3% 0.7667
High 0.7647 0.7675 0.0028 0.4% 0.7726
Low 0.7622 0.7666 0.0043 0.6% 0.7643
Close 0.7622 0.7669 0.0047 0.6% 0.7669
Range 0.0025 0.0010 -0.0016 -62.0% 0.0083
ATR 0.0030 0.0031 0.0002 5.6% 0.0000
Volume 4 16 12 300.0% 213
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7698 0.7693 0.7674
R3 0.7689 0.7684 0.7672
R2 0.7679 0.7679 0.7671
R1 0.7674 0.7674 0.7670 0.7677
PP 0.7670 0.7670 0.7670 0.7671
S1 0.7665 0.7665 0.7668 0.7667
S2 0.7660 0.7660 0.7667
S3 0.7651 0.7655 0.7666
S4 0.7641 0.7646 0.7664
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 0.7675 0.7622 0.0053 0.7% 0.0019 0.2% 89% True False 21
10 0.7726 0.7622 0.0103 1.3% 0.0017 0.2% 45% False False 26
20 0.7772 0.7622 0.0150 2.0% 0.0018 0.2% 31% False False 15
40 0.7857 0.7622 0.0235 3.1% 0.0016 0.2% 20% False False 11
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 25% False False 11
80 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 34% 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 False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7700
1.618 0.7690
1.000 0.7685
0.618 0.7681
HIGH 0.7675
0.618 0.7671
0.500 0.7670
0.382 0.7669
LOW 0.7666
0.618 0.7660
1.000 0.7656
1.618 0.7650
2.618 0.7641
4.250 0.7625
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.7670 0.7662
PP 0.7670 0.7655
S1 0.7669 0.7649

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

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