CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Jun-2018
Day Change Summary
Previous Current
20-Jun-2018 21-Jun-2018 Change Change % Previous Week
Open 0.7565 0.7546 -0.0019 -0.3% 0.7732
High 0.7566 0.7556 -0.0010 -0.1% 0.7759
Low 0.7552 0.7540 -0.0012 -0.2% 0.7625
Close 0.7552 0.7556 0.0004 0.1% 0.7630
Range 0.0014 0.0016 0.0002 13.8% 0.0134
ATR 0.0043 0.0041 -0.0002 -4.4% 0.0000
Volume 3 9 6 200.0% 307
Daily Pivots for day following 21-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7600 0.7594 0.7565
R3 0.7583 0.7578 0.7560
R2 0.7567 0.7567 0.7559
R1 0.7561 0.7561 0.7557 0.7564
PP 0.7550 0.7550 0.7550 0.7552
S1 0.7545 0.7545 0.7554 0.7548
S2 0.7534 0.7534 0.7552
S3 0.7517 0.7528 0.7551
S4 0.7501 0.7512 0.7546
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 0.7678 0.7540 0.0138 1.8% 0.0020 0.3% 12% False True 24
10 0.7777 0.7540 0.0237 3.1% 0.0031 0.4% 7% False True 43
20 0.7829 0.7540 0.0289 3.8% 0.0031 0.4% 6% False True 30
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 4% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7626
2.618 0.7599
1.618 0.7583
1.000 0.7572
0.618 0.7566
HIGH 0.7556
0.618 0.7550
0.500 0.7548
0.382 0.7546
LOW 0.7540
0.618 0.7529
1.000 0.7523
1.618 0.7513
2.618 0.7496
4.250 0.7469
Fisher Pivots for day following 21-Jun-2018
Pivot 1 day 3 day
R1 0.7553 0.7559
PP 0.7550 0.7558
S1 0.7548 0.7557

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

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