CME Canadian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Jul-2018
Day Change Summary
Previous Current
05-Jul-2018 06-Jul-2018 Change Change % Previous Week
Open 0.7635 0.7643 0.0008 0.1% 0.7620
High 0.7654 0.7665 0.0010 0.1% 0.7665
Low 0.7635 0.7637 0.0002 0.0% 0.7600
Close 0.7640 0.7665 0.0024 0.3% 0.7665
Range 0.0019 0.0027 0.0008 44.7% 0.0064
ATR 0.0036 0.0035 -0.0001 -1.7% 0.0000
Volume 14 33 19 135.7% 62
Daily Pivots for day following 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7738 0.7729 0.7680
R3 0.7710 0.7701 0.7672
R2 0.7683 0.7683 0.7670
R1 0.7674 0.7674 0.7667 0.7678
PP 0.7655 0.7655 0.7655 0.7658
S1 0.7646 0.7646 0.7662 0.7651
S2 0.7628 0.7628 0.7659
S3 0.7600 0.7619 0.7657
S4 0.7573 0.7591 0.7649
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7836 0.7815 0.7700
R3 0.7772 0.7750 0.7682
R2 0.7707 0.7707 0.7676
R1 0.7686 0.7686 0.7670 0.7697
PP 0.7643 0.7643 0.7643 0.7648
S1 0.7622 0.7622 0.7659 0.7632
S2 0.7579 0.7579 0.7653
S3 0.7514 0.7557 0.7647
S4 0.7450 0.7493 0.7629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7595 0.0070 0.9% 0.0025 0.3% 100% True False 16
10 0.7665 0.7540 0.0125 1.6% 0.0020 0.3% 100% True False 12
20 0.7777 0.7540 0.0237 3.1% 0.0025 0.3% 53% False False 27
40 0.7898 0.7540 0.0358 4.7% 0.0026 0.3% 35% False False 20
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7736
1.618 0.7709
1.000 0.7692
0.618 0.7681
HIGH 0.7665
0.618 0.7654
0.500 0.7651
0.382 0.7648
LOW 0.7637
0.618 0.7620
1.000 0.7610
1.618 0.7593
2.618 0.7565
4.250 0.7520
Fisher Pivots for day following 06-Jul-2018
Pivot 1 day 3 day
R1 0.7660 0.7659
PP 0.7655 0.7653
S1 0.7651 0.7647

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

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