CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 25-Jun-2018
Day Change Summary
Previous Current
22-Jun-2018 25-Jun-2018 Change Change % Previous Week
Open 0.7579 0.7565 -0.0013 -0.2% 0.7613
High 0.7579 0.7565 -0.0013 -0.2% 0.7613
Low 0.7570 0.7554 -0.0016 -0.2% 0.7540
Close 0.7570 0.7554 -0.0016 -0.2% 0.7570
Range 0.0009 0.0011 0.0003 29.4% 0.0073
ATR 0.0040 0.0038 -0.0002 -4.3% 0.0000
Volume 1 1 0 0.0% 107
Daily Pivots for day following 25-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7591 0.7583 0.7560
R3 0.7580 0.7572 0.7557
R2 0.7569 0.7569 0.7556
R1 0.7561 0.7561 0.7555 0.7560
PP 0.7558 0.7558 0.7558 0.7557
S1 0.7550 0.7550 0.7553 0.7549
S2 0.7547 0.7547 0.7552
S3 0.7536 0.7539 0.7551
S4 0.7525 0.7528 0.7548
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7795 0.7756 0.7610
R3 0.7721 0.7682 0.7590
R2 0.7648 0.7648 0.7583
R1 0.7609 0.7609 0.7577 0.7592
PP 0.7574 0.7574 0.7574 0.7566
S1 0.7535 0.7535 0.7563 0.7518
S2 0.7501 0.7501 0.7557
S3 0.7427 0.7462 0.7550
S4 0.7354 0.7388 0.7530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7579 0.7540 0.0039 0.5% 0.0012 0.2% 37% False False 9
10 0.7759 0.7540 0.0219 2.9% 0.0026 0.3% 7% False False 40
20 0.7829 0.7540 0.0289 3.8% 0.0031 0.4% 5% False False 29
40 0.7898 0.7540 0.0358 4.7% 0.0028 0.4% 4% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7594
1.618 0.7583
1.000 0.7576
0.618 0.7572
HIGH 0.7565
0.618 0.7561
0.500 0.7560
0.382 0.7558
LOW 0.7554
0.618 0.7547
1.000 0.7543
1.618 0.7536
2.618 0.7525
4.250 0.7507
Fisher Pivots for day following 25-Jun-2018
Pivot 1 day 3 day
R1 0.7560 0.7559
PP 0.7558 0.7557
S1 0.7556 0.7556

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

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