CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 0.7678 0.7650 -0.0028 -0.4% 0.7821
High 0.7680 0.7679 -0.0002 0.0% 0.7827
Low 0.7645 0.7633 -0.0012 -0.2% 0.7645
Close 0.7650 0.7673 0.0023 0.3% 0.7650
Range 0.0035 0.0046 0.0011 30.0% 0.0182
ATR 0.0057 0.0057 -0.0001 -1.5% 0.0000
Volume 94,712 81,791 -12,921 -13.6% 246,440
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7798 0.7781 0.7698
R3 0.7753 0.7736 0.7686
R2 0.7707 0.7707 0.7681
R1 0.7690 0.7690 0.7677 0.7699
PP 0.7662 0.7662 0.7662 0.7666
S1 0.7645 0.7645 0.7669 0.7653
S2 0.7616 0.7616 0.7665
S3 0.7571 0.7599 0.7660
S4 0.7525 0.7554 0.7648
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8252 0.8132 0.7750
R3 0.8070 0.7951 0.7700
R2 0.7889 0.7889 0.7683
R1 0.7769 0.7769 0.7667 0.7738
PP 0.7707 0.7707 0.7707 0.7692
S1 0.7588 0.7588 0.7633 0.7557
S2 0.7526 0.7526 0.7617
S3 0.7344 0.7406 0.7600
S4 0.7163 0.7225 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7809 0.7633 0.0176 2.3% 0.0056 0.7% 23% False True 60,461
10 0.7827 0.7633 0.0194 2.5% 0.0056 0.7% 21% False True 34,906
20 0.7996 0.7633 0.0363 4.7% 0.0057 0.7% 11% False True 18,061
40 0.8175 0.7633 0.0542 7.1% 0.0057 0.7% 7% False True 9,114
60 0.8175 0.7633 0.0542 7.1% 0.0054 0.7% 7% False True 6,119
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7798
1.618 0.7752
1.000 0.7724
0.618 0.7707
HIGH 0.7679
0.618 0.7661
0.500 0.7656
0.382 0.7650
LOW 0.7633
0.618 0.7605
1.000 0.7588
1.618 0.7559
2.618 0.7514
4.250 0.7440
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.7667 0.7686
PP 0.7662 0.7682
S1 0.7656 0.7677

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.