CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 0.7726 0.7750 0.0024 0.3% 0.7781
High 0.7759 0.7752 -0.0006 -0.1% 0.7821
Low 0.7709 0.7676 -0.0033 -0.4% 0.7700
Close 0.7737 0.7677 -0.0060 -0.8% 0.7777
Range 0.0050 0.0077 0.0027 53.0% 0.0121
ATR 0.0044 0.0046 0.0002 5.3% 0.0000
Volume 95 184 89 93.7% 55
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7931 0.7881 0.7719
R3 0.7855 0.7804 0.7698
R2 0.7778 0.7778 0.7691
R1 0.7728 0.7728 0.7684 0.7715
PP 0.7702 0.7702 0.7702 0.7695
S1 0.7651 0.7651 0.7670 0.7638
S2 0.7625 0.7625 0.7663
S3 0.7549 0.7575 0.7656
S4 0.7472 0.7498 0.7635
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 0.7777 0.7676 0.0101 1.3% 0.0042 0.6% 1% False True 61
10 0.7821 0.7676 0.0145 1.9% 0.0035 0.5% 1% False True 37
20 0.7891 0.7676 0.0215 2.8% 0.0033 0.4% 1% False True 25
40 0.7979 0.7676 0.0303 3.9% 0.0028 0.4% 0% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.8077
2.618 0.7952
1.618 0.7876
1.000 0.7829
0.618 0.7799
HIGH 0.7752
0.618 0.7723
0.500 0.7714
0.382 0.7705
LOW 0.7676
0.618 0.7628
1.000 0.7599
1.618 0.7552
2.618 0.7475
4.250 0.7350
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 0.7714 0.7717
PP 0.7702 0.7704
S1 0.7689 0.7690

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

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