CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 0.7695 0.7776 0.0081 1.1% 0.7773
High 0.7715 0.7777 0.0062 0.8% 0.7777
Low 0.7694 0.7769 0.0074 1.0% 0.7694
Close 0.7706 0.7776 0.0070 0.9% 0.7776
Range 0.0021 0.0008 -0.0013 -61.9% 0.0083
ATR 0.0028 0.0031 0.0003 10.9% 0.0000
Volume 5 14 9 180.0% 39
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7798 0.7795 0.7780
R3 0.7790 0.7787 0.7778
R2 0.7782 0.7782 0.7777
R1 0.7779 0.7779 0.7777 0.7780
PP 0.7774 0.7774 0.7774 0.7774
S1 0.7771 0.7771 0.7775 0.7772
S2 0.7766 0.7766 0.7775
S3 0.7758 0.7763 0.7774
S4 0.7750 0.7755 0.7772
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7996 0.7969 0.7821
R3 0.7914 0.7886 0.7799
R2 0.7831 0.7831 0.7791
R1 0.7804 0.7804 0.7784 0.7818
PP 0.7749 0.7749 0.7749 0.7756
S1 0.7721 0.7721 0.7768 0.7735
S2 0.7666 0.7666 0.7761
S3 0.7584 0.7639 0.7753
S4 0.7501 0.7556 0.7731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7777 0.7694 0.0083 1.1% 0.0015 0.2% 99% True False 7
10 0.7787 0.7694 0.0093 1.2% 0.0008 0.1% 88% False False 4
20 0.7787 0.7606 0.0181 2.3% 0.0015 0.2% 94% False False 7
40 0.7787 0.7606 0.0181 2.3% 0.0015 0.2% 94% False False 7
60 0.7787 0.7573 0.0214 2.8% 0.0014 0.2% 95% False False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7811
2.618 0.7797
1.618 0.7789
1.000 0.7785
0.618 0.7781
HIGH 0.7777
0.618 0.7773
0.500 0.7773
0.382 0.7772
LOW 0.7769
0.618 0.7764
1.000 0.7760
1.618 0.7756
2.618 0.7748
4.250 0.7734
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 0.7775 0.7762
PP 0.7774 0.7749
S1 0.7773 0.7735

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.