CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 0.7781 0.7787 0.0006 0.1% 0.7638
High 0.7781 0.7787 0.0006 0.1% 0.7739
Low 0.7781 0.7785 0.0004 0.0% 0.7633
Close 0.7781 0.7785 0.0004 0.0% 0.7711
Range 0.0000 0.0003 0.0003 0.0106
ATR 0.0033 0.0031 -0.0002 -5.8% 0.0000
Volume 0 1 1 17
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7793 0.7791 0.7786
R3 0.7790 0.7789 0.7785
R2 0.7788 0.7788 0.7785
R1 0.7786 0.7786 0.7785 0.7786
PP 0.7785 0.7785 0.7785 0.7785
S1 0.7784 0.7784 0.7784 0.7783
S2 0.7783 0.7783 0.7784
S3 0.7780 0.7781 0.7784
S4 0.7778 0.7779 0.7783
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8014 0.7969 0.7770
R3 0.7907 0.7862 0.7740
R2 0.7801 0.7801 0.7731
R1 0.7756 0.7756 0.7721 0.7778
PP 0.7694 0.7694 0.7694 0.7705
S1 0.7649 0.7649 0.7701 0.7672
S2 0.7588 0.7588 0.7691
S3 0.7481 0.7543 0.7682
S4 0.7375 0.7436 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7787 0.7708 0.0079 1.0% 0.0001 0.0% 97% True False
10 0.7787 0.7626 0.0162 2.1% 0.0014 0.2% 98% True False 2
20 0.7787 0.7606 0.0181 2.3% 0.0018 0.2% 99% True False 9
40 0.7787 0.7606 0.0181 2.3% 0.0014 0.2% 99% True False 6
60 0.7787 0.7542 0.0246 3.2% 0.0015 0.2% 99% True False 7
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7794
1.618 0.7791
1.000 0.7790
0.618 0.7789
HIGH 0.7787
0.618 0.7786
0.500 0.7786
0.382 0.7785
LOW 0.7785
0.618 0.7783
1.000 0.7782
1.618 0.7780
2.618 0.7778
4.250 0.7774
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 0.7786 0.7778
PP 0.7785 0.7771
S1 0.7785 0.7764

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

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