CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 02-Nov-2018
Day Change Summary
Previous Current
01-Nov-2018 02-Nov-2018 Change Change % Previous Week
Open 0.7666 0.7660 -0.0006 -0.1% 0.7671
High 0.7675 0.7660 -0.0015 -0.2% 0.7675
Low 0.7666 0.7654 -0.0012 -0.2% 0.7622
Close 0.7669 0.7654 -0.0016 -0.2% 0.7654
Range 0.0010 0.0007 -0.0003 -31.6% 0.0053
ATR 0.0031 0.0030 -0.0001 -3.6% 0.0000
Volume 16 7 -9 -56.3% 50
Daily Pivots for day following 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7675 0.7671 0.7657
R3 0.7669 0.7664 0.7655
R2 0.7662 0.7662 0.7655
R1 0.7658 0.7658 0.7654 0.7657
PP 0.7656 0.7656 0.7656 0.7655
S1 0.7651 0.7651 0.7653 0.7650
S2 0.7649 0.7649 0.7652
S3 0.7643 0.7645 0.7652
S4 0.7636 0.7638 0.7650
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7809 0.7784 0.7683
R3 0.7756 0.7731 0.7668
R2 0.7703 0.7703 0.7663
R1 0.7678 0.7678 0.7658 0.7664
PP 0.7650 0.7650 0.7650 0.7643
S1 0.7625 0.7625 0.7649 0.7611
S2 0.7597 0.7597 0.7644
S3 0.7544 0.7572 0.7639
S4 0.7491 0.7519 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% 0.0015 0.2% 59% False False 10
10 0.7726 0.7622 0.0103 1.4% 0.0017 0.2% 30% False False 26
20 0.7765 0.7622 0.0143 1.9% 0.0018 0.2% 22% False False 15
40 0.7857 0.7622 0.0235 3.1% 0.0015 0.2% 13% False False 11
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 19% False False 11
80 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 28% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7677
1.618 0.7671
1.000 0.7667
0.618 0.7664
HIGH 0.7660
0.618 0.7658
0.500 0.7657
0.382 0.7656
LOW 0.7654
0.618 0.7649
1.000 0.7647
1.618 0.7643
2.618 0.7636
4.250 0.7626
Fisher Pivots for day following 02-Nov-2018
Pivot 1 day 3 day
R1 0.7657 0.7652
PP 0.7656 0.7650
S1 0.7655 0.7649

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

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