CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 0.7678 0.7698 0.0020 0.3% 0.7653
High 0.7697 0.7698 0.0001 0.0% 0.7697
Low 0.7677 0.7697 0.0020 0.3% 0.7634
Close 0.7697 0.7697 0.0000 0.0% 0.7697
Range 0.0020 0.0001 -0.0020 -97.5% 0.0063
ATR 0.0031 0.0028 -0.0002 -7.0% 0.0000
Volume 9 1 -8 -88.9% 13
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7699 0.7698 0.7697
R3 0.7698 0.7698 0.7697
R2 0.7698 0.7698 0.7697
R1 0.7697 0.7697 0.7697 0.7697
PP 0.7697 0.7697 0.7697 0.7697
S1 0.7697 0.7697 0.7697 0.7697
S2 0.7697 0.7697 0.7697
S3 0.7696 0.7696 0.7697
S4 0.7696 0.7696 0.7697
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7865 0.7844 0.7732
R3 0.7802 0.7781 0.7714
R2 0.7739 0.7739 0.7709
R1 0.7718 0.7718 0.7703 0.7729
PP 0.7676 0.7676 0.7676 0.7681
S1 0.7655 0.7655 0.7691 0.7666
S2 0.7613 0.7613 0.7685
S3 0.7550 0.7592 0.7680
S4 0.7487 0.7529 0.7662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7698 0.7634 0.0064 0.8% 0.0006 0.1% 99% True False 2
10 0.7729 0.7634 0.0095 1.2% 0.0013 0.2% 66% False False 3
20 0.7748 0.7634 0.0114 1.5% 0.0010 0.1% 56% False False 3
40 0.7748 0.7542 0.0206 2.7% 0.0013 0.2% 75% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7700
2.618 0.7699
1.618 0.7698
1.000 0.7698
0.618 0.7698
HIGH 0.7698
0.618 0.7697
0.500 0.7697
0.382 0.7697
LOW 0.7697
0.618 0.7697
1.000 0.7697
1.618 0.7696
2.618 0.7696
4.250 0.7695
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 0.7697 0.7687
PP 0.7697 0.7676
S1 0.7697 0.7666

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

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