CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 0.7722 0.7729 0.0008 0.1% 0.7698
High 0.7722 0.7749 0.0027 0.3% 0.7723
Low 0.7710 0.7705 -0.0005 -0.1% 0.7673
Close 0.7710 0.7749 0.0039 0.5% 0.7710
Range 0.0013 0.0044 0.0031 252.0% 0.0050
ATR 0.0030 0.0031 0.0001 3.5% 0.0000
Volume 3 9 6 200.0% 37
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7866 0.7851 0.7773
R3 0.7822 0.7807 0.7761
R2 0.7778 0.7778 0.7757
R1 0.7763 0.7763 0.7753 0.7770
PP 0.7734 0.7734 0.7734 0.7738
S1 0.7719 0.7719 0.7744 0.7727
S2 0.7690 0.7690 0.7740
S3 0.7646 0.7675 0.7736
S4 0.7602 0.7631 0.7724
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7852 0.7831 0.7737
R3 0.7802 0.7781 0.7723
R2 0.7752 0.7752 0.7719
R1 0.7731 0.7731 0.7714 0.7741
PP 0.7702 0.7702 0.7702 0.7707
S1 0.7681 0.7681 0.7705 0.7691
S2 0.7652 0.7652 0.7700
S3 0.7602 0.7631 0.7696
S4 0.7552 0.7581 0.7682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7749 0.7673 0.0076 1.0% 0.0013 0.2% 100% True False 9
10 0.7749 0.7634 0.0114 1.5% 0.0010 0.1% 100% True False 5
20 0.7749 0.7634 0.0114 1.5% 0.0013 0.2% 100% True False 5
40 0.7749 0.7573 0.0176 2.3% 0.0012 0.2% 100% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7935
2.618 0.7864
1.618 0.7820
1.000 0.7792
0.618 0.7776
HIGH 0.7749
0.618 0.7732
0.500 0.7727
0.382 0.7721
LOW 0.7705
0.618 0.7677
1.000 0.7661
1.618 0.7633
2.618 0.7589
4.250 0.7518
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 0.7741 0.7736
PP 0.7734 0.7723
S1 0.7727 0.7711

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

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