CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 0.7751 0.7695 -0.0056 -0.7% 0.7715
High 0.7751 0.7715 -0.0036 -0.5% 0.7787
Low 0.7720 0.7694 -0.0026 -0.3% 0.7715
Close 0.7728 0.7706 -0.0022 -0.3% 0.7777
Range 0.0031 0.0021 -0.0010 -32.3% 0.0073
ATR 0.0027 0.0028 0.0000 1.7% 0.0000
Volume 9 5 -4 -44.4% 8
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7768 0.7758 0.7718
R3 0.7747 0.7737 0.7712
R2 0.7726 0.7726 0.7710
R1 0.7716 0.7716 0.7708 0.7721
PP 0.7705 0.7705 0.7705 0.7708
S1 0.7695 0.7695 0.7704 0.7700
S2 0.7684 0.7684 0.7702
S3 0.7663 0.7674 0.7700
S4 0.7642 0.7653 0.7694
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7977 0.7949 0.7816
R3 0.7904 0.7877 0.7796
R2 0.7832 0.7832 0.7790
R1 0.7804 0.7804 0.7783 0.7818
PP 0.7759 0.7759 0.7759 0.7766
S1 0.7732 0.7732 0.7770 0.7746
S2 0.7687 0.7687 0.7763
S3 0.7614 0.7659 0.7757
S4 0.7542 0.7587 0.7737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7783 0.7694 0.0088 1.1% 0.0015 0.2% 14% False True 6
10 0.7787 0.7694 0.0093 1.2% 0.0008 0.1% 13% False True 3
20 0.7787 0.7606 0.0181 2.3% 0.0017 0.2% 55% False False 8
40 0.7787 0.7606 0.0181 2.3% 0.0015 0.2% 55% False False 7
60 0.7787 0.7573 0.0214 2.8% 0.0014 0.2% 62% False False 6
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7770
1.618 0.7749
1.000 0.7736
0.618 0.7728
HIGH 0.7715
0.618 0.7707
0.500 0.7705
0.382 0.7702
LOW 0.7694
0.618 0.7681
1.000 0.7673
1.618 0.7660
2.618 0.7639
4.250 0.7605
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 0.7706 0.7727
PP 0.7705 0.7720
S1 0.7705 0.7713

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

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