CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 0.7660 0.7664 0.0004 0.1% 0.7671
High 0.7660 0.7670 0.0010 0.1% 0.7675
Low 0.7654 0.7657 0.0004 0.0% 0.7622
Close 0.7654 0.7657 0.0004 0.0% 0.7654
Range 0.0007 0.0013 0.0007 100.0% 0.0053
ATR 0.0030 0.0029 -0.0001 -3.3% 0.0000
Volume 7 4 -3 -42.9% 50
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7700 0.7692 0.7664
R3 0.7687 0.7679 0.7661
R2 0.7674 0.7674 0.7659
R1 0.7666 0.7666 0.7658 0.7664
PP 0.7661 0.7661 0.7661 0.7660
S1 0.7653 0.7653 0.7656 0.7651
S2 0.7648 0.7648 0.7655
S3 0.7635 0.7640 0.7653
S4 0.7622 0.7627 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% 0.0013 0.2% 66% False False 8
10 0.7726 0.7622 0.0103 1.4% 0.0017 0.2% 34% False False 24
20 0.7765 0.7622 0.0143 1.9% 0.0018 0.2% 24% False False 15
40 0.7857 0.7622 0.0235 3.1% 0.0016 0.2% 15% False False 11
60 0.7857 0.7606 0.0251 3.3% 0.0016 0.2% 20% False False 11
80 0.7857 0.7573 0.0284 3.7% 0.0014 0.2% 30% 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 False
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 0.7725
2.618 0.7704
1.618 0.7691
1.000 0.7683
0.618 0.7678
HIGH 0.7670
0.618 0.7665
0.500 0.7664
0.382 0.7662
LOW 0.7657
0.618 0.7649
1.000 0.7644
1.618 0.7636
2.618 0.7623
4.250 0.7602
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 0.7664 0.7664
PP 0.7661 0.7662
S1 0.7659 0.7659

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

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