CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 0.7760 0.7742 -0.0018 -0.2% 0.7781
High 0.7762 0.7777 0.0015 0.2% 0.7821
Low 0.7748 0.7719 -0.0029 -0.4% 0.7700
Close 0.7752 0.7777 0.0025 0.3% 0.7777
Range 0.0014 0.0058 0.0044 325.9% 0.0121
ATR 0.0045 0.0046 0.0001 2.1% 0.0000
Volume 9 18 9 100.0% 55
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7930 0.7911 0.7808
R3 0.7872 0.7853 0.7792
R2 0.7815 0.7815 0.7787
R1 0.7796 0.7796 0.7782 0.7805
PP 0.7757 0.7757 0.7757 0.7762
S1 0.7738 0.7738 0.7771 0.7748
S2 0.7700 0.7700 0.7766
S3 0.7642 0.7681 0.7761
S4 0.7585 0.7623 0.7745
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8127 0.8072 0.7843
R3 0.8007 0.7952 0.7810
R2 0.7886 0.7886 0.7799
R1 0.7831 0.7831 0.7788 0.7799
PP 0.7766 0.7766 0.7766 0.7749
S1 0.7711 0.7711 0.7765 0.7678
S2 0.7645 0.7645 0.7754
S3 0.7525 0.7590 0.7743
S4 0.7404 0.7470 0.7710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7821 0.7700 0.0121 1.5% 0.0035 0.5% 63% False False 11
10 0.7829 0.7700 0.0129 1.7% 0.0035 0.5% 60% False False 17
20 0.7898 0.7700 0.0198 2.5% 0.0028 0.4% 39% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8021
2.618 0.7927
1.618 0.7870
1.000 0.7834
0.618 0.7812
HIGH 0.7777
0.618 0.7755
0.500 0.7748
0.382 0.7741
LOW 0.7719
0.618 0.7683
1.000 0.7662
1.618 0.7626
2.618 0.7568
4.250 0.7475
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 0.7767 0.7774
PP 0.7757 0.7772
S1 0.7748 0.7770

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

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