CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 0.7750 0.7678 -0.0073 -0.9% 0.7732
High 0.7752 0.7678 -0.0075 -1.0% 0.7759
Low 0.7676 0.7625 -0.0051 -0.7% 0.7625
Close 0.7677 0.7630 -0.0048 -0.6% 0.7630
Range 0.0077 0.0053 -0.0024 -31.4% 0.0134
ATR 0.0046 0.0047 0.0000 1.0% 0.0000
Volume 184 17 -167 -90.8% 307
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7802 0.7768 0.7658
R3 0.7749 0.7716 0.7644
R2 0.7697 0.7697 0.7639
R1 0.7663 0.7663 0.7634 0.7654
PP 0.7644 0.7644 0.7644 0.7639
S1 0.7611 0.7611 0.7625 0.7601
S2 0.7592 0.7592 0.7620
S3 0.7539 0.7558 0.7615
S4 0.7487 0.7506 0.7601
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8072 0.7984 0.7703
R3 0.7938 0.7851 0.7666
R2 0.7805 0.7805 0.7654
R1 0.7717 0.7717 0.7642 0.7694
PP 0.7671 0.7671 0.7671 0.7660
S1 0.7584 0.7584 0.7617 0.7561
S2 0.7538 0.7538 0.7605
S3 0.7404 0.7450 0.7593
S4 0.7271 0.7317 0.7556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7759 0.7625 0.0134 1.7% 0.0041 0.5% 3% False True 61
10 0.7821 0.7625 0.0196 2.6% 0.0038 0.5% 2% False True 36
20 0.7891 0.7625 0.0266 3.5% 0.0035 0.5% 2% False True 26
40 0.7948 0.7625 0.0323 4.2% 0.0028 0.4% 1% False True 15
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7815
1.618 0.7762
1.000 0.7730
0.618 0.7710
HIGH 0.7678
0.618 0.7657
0.500 0.7651
0.382 0.7645
LOW 0.7625
0.618 0.7593
1.000 0.7573
1.618 0.7540
2.618 0.7488
4.250 0.7402
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.7651 0.7692
PP 0.7644 0.7671
S1 0.7637 0.7650

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

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