CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 0.7555 0.7555 0.0000 0.0% 0.7613
High 0.7562 0.7579 0.0016 0.2% 0.7613
Low 0.7540 0.7555 0.0015 0.2% 0.7540
Close 0.7551 0.7571 0.0021 0.3% 0.7570
Range 0.0022 0.0024 0.0001 6.8% 0.0073
ATR 0.0035 0.0034 0.0000 -1.4% 0.0000
Volume 8 26 18 225.0% 107
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7639 0.7628 0.7584
R3 0.7615 0.7605 0.7577
R2 0.7592 0.7592 0.7575
R1 0.7581 0.7581 0.7573 0.7587
PP 0.7568 0.7568 0.7568 0.7571
S1 0.7558 0.7558 0.7569 0.7563
S2 0.7545 0.7545 0.7567
S3 0.7521 0.7534 0.7565
S4 0.7498 0.7511 0.7558
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% 0.0015 0.2% 81% True False 8
10 0.7678 0.7540 0.0138 1.8% 0.0017 0.2% 23% False False 16
20 0.7821 0.7540 0.0281 3.7% 0.0026 0.3% 11% False False 27
40 0.7898 0.7540 0.0358 4.7% 0.0027 0.4% 9% False False 19
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7678
2.618 0.7640
1.618 0.7617
1.000 0.7602
0.618 0.7593
HIGH 0.7579
0.618 0.7570
0.500 0.7567
0.382 0.7564
LOW 0.7555
0.618 0.7540
1.000 0.7532
1.618 0.7517
2.618 0.7493
4.250 0.7455
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 0.7570 0.7567
PP 0.7568 0.7563
S1 0.7567 0.7559

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.