CME Canadian Dollar Future June 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 0.7669 0.7671 0.0001 0.0% 0.7620
High 0.7669 0.7685 0.0016 0.2% 0.7685
Low 0.7652 0.7671 0.0019 0.2% 0.7620
Close 0.7652 0.7676 0.0024 0.3% 0.7676
Range 0.0017 0.0015 -0.0003 -14.7% 0.0065
ATR
Volume 5 62 57 1,140.0% 71
Daily Pivots for day following 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7721 0.7713 0.7683
R3 0.7706 0.7698 0.7679
R2 0.7692 0.7692 0.7678
R1 0.7684 0.7684 0.7677 0.7688
PP 0.7677 0.7677 0.7677 0.7679
S1 0.7669 0.7669 0.7674 0.7673
S2 0.7663 0.7663 0.7673
S3 0.7648 0.7655 0.7672
S4 0.7634 0.7640 0.7668
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7855 0.7830 0.7711
R3 0.7790 0.7765 0.7693
R2 0.7725 0.7725 0.7687
R1 0.7700 0.7700 0.7681 0.7713
PP 0.7660 0.7660 0.7660 0.7666
S1 0.7635 0.7635 0.7670 0.7648
S2 0.7595 0.7595 0.7664
S3 0.7530 0.7570 0.7658
S4 0.7465 0.7505 0.7640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7685 0.7620 0.0065 0.8% 0.0013 0.2% 85% True False 16
10 0.7685 0.7542 0.0144 1.9% 0.0019 0.2% 93% True False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7723
1.618 0.7708
1.000 0.7700
0.618 0.7694
HIGH 0.7685
0.618 0.7679
0.500 0.7678
0.382 0.7676
LOW 0.7671
0.618 0.7662
1.000 0.7656
1.618 0.7647
2.618 0.7633
4.250 0.7609
Fisher Pivots for day following 06-Jul-2018
Pivot 1 day 3 day
R1 0.7678 0.7671
PP 0.7677 0.7667
S1 0.7676 0.7663

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

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