CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 0.7781 0.7750 -0.0031 -0.4% 0.7740
High 0.7781 0.7756 -0.0025 -0.3% 0.7829
Low 0.7781 0.7700 -0.0081 -1.0% 0.7718
Close 0.7781 0.7756 -0.0025 -0.3% 0.7756
Range 0.0000 0.0056 0.0056 0.0111
ATR 0.0042 0.0045 0.0003 6.5% 0.0000
Volume 0 21 21 114
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7904 0.7885 0.7786
R3 0.7848 0.7830 0.7771
R2 0.7793 0.7793 0.7766
R1 0.7774 0.7774 0.7761 0.7783
PP 0.7737 0.7737 0.7737 0.7742
S1 0.7719 0.7719 0.7750 0.7728
S2 0.7682 0.7682 0.7745
S3 0.7626 0.7663 0.7740
S4 0.7571 0.7608 0.7725
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 0.7700 0.0129 1.7% 0.0040 0.5% 43% False True 22
10 0.7891 0.7700 0.0191 2.5% 0.0032 0.4% 29% False True 16
20 0.7898 0.7700 0.0198 2.6% 0.0028 0.4% 28% False True 12
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7991
2.618 0.7901
1.618 0.7845
1.000 0.7811
0.618 0.7790
HIGH 0.7756
0.618 0.7734
0.500 0.7728
0.382 0.7721
LOW 0.7700
0.618 0.7666
1.000 0.7645
1.618 0.7610
2.618 0.7555
4.250 0.7464
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 0.7746 0.7750
PP 0.7737 0.7745
S1 0.7728 0.7740

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

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