CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 0.7750 0.7789 0.0039 0.5% 0.7740
High 0.7756 0.7821 0.0065 0.8% 0.7829
Low 0.7700 0.7770 0.0070 0.9% 0.7718
Close 0.7756 0.7771 0.0015 0.2% 0.7756
Range 0.0056 0.0051 -0.0005 -9.0% 0.0111
ATR 0.0045 0.0046 0.0001 3.2% 0.0000
Volume 21 7 -14 -66.7% 114
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7939 0.7905 0.7798
R3 0.7888 0.7855 0.7784
R2 0.7838 0.7838 0.7780
R1 0.7804 0.7804 0.7775 0.7796
PP 0.7787 0.7787 0.7787 0.7783
S1 0.7754 0.7754 0.7766 0.7745
S2 0.7737 0.7737 0.7761
S3 0.7686 0.7703 0.7757
S4 0.7636 0.7653 0.7743
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% 55% False False 11
10 0.7844 0.7700 0.0144 1.9% 0.0033 0.4% 49% False False 16
20 0.7898 0.7700 0.0198 2.5% 0.0028 0.4% 36% False False 12
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8035
2.618 0.7953
1.618 0.7902
1.000 0.7871
0.618 0.7852
HIGH 0.7821
0.618 0.7801
0.500 0.7795
0.382 0.7789
LOW 0.7770
0.618 0.7739
1.000 0.7720
1.618 0.7688
2.618 0.7638
4.250 0.7555
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 0.7795 0.7767
PP 0.7787 0.7764
S1 0.7779 0.7760

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

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