CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 0.7724 0.7615 -0.0110 -1.4% 0.7729
High 0.7724 0.7627 -0.0097 -1.3% 0.7781
Low 0.7695 0.7615 -0.0080 -1.0% 0.7695
Close 0.7700 0.7625 -0.0075 -1.0% 0.7700
Range 0.0030 0.0012 -0.0017 -57.6% 0.0086
ATR 0.0032 0.0036 0.0004 11.8% 0.0000
Volume 3 21 18 600.0% 61
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7660 0.7655 0.7632
R3 0.7647 0.7642 0.7628
R2 0.7635 0.7635 0.7627
R1 0.7630 0.7630 0.7626 0.7632
PP 0.7622 0.7622 0.7622 0.7623
S1 0.7617 0.7617 0.7624 0.7620
S2 0.7610 0.7610 0.7623
S3 0.7597 0.7605 0.7622
S4 0.7585 0.7592 0.7618
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7984 0.7928 0.7747
R3 0.7898 0.7842 0.7723
R2 0.7811 0.7811 0.7715
R1 0.7755 0.7755 0.7707 0.7740
PP 0.7725 0.7725 0.7725 0.7717
S1 0.7669 0.7669 0.7692 0.7654
S2 0.7639 0.7639 0.7684
S3 0.7552 0.7583 0.7676
S4 0.7466 0.7496 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7781 0.7615 0.0166 2.2% 0.0024 0.3% 6% False True 14
10 0.7781 0.7615 0.0166 2.2% 0.0018 0.2% 6% False True 11
20 0.7781 0.7615 0.0166 2.2% 0.0016 0.2% 6% False True 7
40 0.7781 0.7573 0.0208 2.7% 0.0014 0.2% 25% 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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7660
1.618 0.7647
1.000 0.7639
0.618 0.7635
HIGH 0.7627
0.618 0.7622
0.500 0.7621
0.382 0.7619
LOW 0.7615
0.618 0.7607
1.000 0.7602
1.618 0.7594
2.618 0.7582
4.250 0.7561
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 0.7624 0.7695
PP 0.7622 0.7672
S1 0.7621 0.7648

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

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