CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 0.7757 0.7772 0.0015 0.2% 0.7740
High 0.7829 0.7772 -0.0057 -0.7% 0.7829
Low 0.7757 0.7750 -0.0007 -0.1% 0.7718
Close 0.7764 0.7756 -0.0008 -0.1% 0.7756
Range 0.0072 0.0022 -0.0050 -70.1% 0.0111
ATR 0.0045 0.0043 -0.0002 -3.7% 0.0000
Volume 1 29 28 2,800.0% 114
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7824 0.7811 0.7768
R3 0.7802 0.7790 0.7762
R2 0.7781 0.7781 0.7760
R1 0.7768 0.7768 0.7758 0.7764
PP 0.7759 0.7759 0.7759 0.7757
S1 0.7747 0.7747 0.7754 0.7742
S2 0.7738 0.7738 0.7752
S3 0.7716 0.7725 0.7750
S4 0.7695 0.7704 0.7744
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8100 0.8039 0.7817
R3 0.7989 0.7928 0.7787
R2 0.7878 0.7878 0.7776
R1 0.7817 0.7817 0.7766 0.7848
PP 0.7767 0.7767 0.7767 0.7783
S1 0.7706 0.7706 0.7746 0.7737
S2 0.7656 0.7656 0.7736
S3 0.7545 0.7595 0.7725
S4 0.7434 0.7484 0.7695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7829 0.7718 0.0111 1.4% 0.0036 0.5% 35% False False 24
10 0.7891 0.7718 0.0174 2.2% 0.0031 0.4% 22% False False 15
20 0.7898 0.7718 0.0181 2.3% 0.0027 0.3% 21% False False 12
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7828
1.618 0.7806
1.000 0.7793
0.618 0.7785
HIGH 0.7772
0.618 0.7763
0.500 0.7761
0.382 0.7758
LOW 0.7750
0.618 0.7737
1.000 0.7729
1.618 0.7715
2.618 0.7694
4.250 0.7659
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 0.7761 0.7789
PP 0.7759 0.7778
S1 0.7758 0.7767

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

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