CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 0.7565 0.7552 -0.0013 -0.2% 0.7613
High 0.7565 0.7560 -0.0006 -0.1% 0.7613
Low 0.7554 0.7552 -0.0002 0.0% 0.7540
Close 0.7554 0.7560 0.0005 0.1% 0.7570
Range 0.0011 0.0008 -0.0004 -31.8% 0.0073
ATR 0.0038 0.0036 -0.0002 -5.7% 0.0000
Volume 1 8 7 700.0% 107
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7580 0.7577 0.7564
R3 0.7572 0.7570 0.7562
R2 0.7565 0.7565 0.7561
R1 0.7562 0.7562 0.7560 0.7563
PP 0.7557 0.7557 0.7557 0.7558
S1 0.7555 0.7555 0.7559 0.7556
S2 0.7550 0.7550 0.7558
S3 0.7542 0.7547 0.7557
S4 0.7535 0.7540 0.7555
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% 51% False False 4
10 0.7759 0.7540 0.0219 2.9% 0.0025 0.3% 9% False False 41
20 0.7829 0.7540 0.0289 3.8% 0.0030 0.4% 7% False False 28
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 6% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7579
1.618 0.7572
1.000 0.7567
0.618 0.7564
HIGH 0.7560
0.618 0.7557
0.500 0.7556
0.382 0.7555
LOW 0.7552
0.618 0.7547
1.000 0.7545
1.618 0.7540
2.618 0.7532
4.250 0.7520
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 0.7558 0.7565
PP 0.7557 0.7563
S1 0.7556 0.7561

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

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