CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Oct-2018
Day Change Summary
Previous Current
28-Sep-2018 01-Oct-2018 Change Change % Previous Week
Open 0.7776 0.7843 0.0067 0.9% 0.7773
High 0.7777 0.7857 0.0080 1.0% 0.7777
Low 0.7769 0.7841 0.0073 0.9% 0.7694
Close 0.7776 0.7857 0.0081 1.0% 0.7776
Range 0.0008 0.0016 0.0008 100.0% 0.0083
ATR 0.0031 0.0035 0.0004 11.5% 0.0000
Volume 14 53 39 278.6% 39
Daily Pivots for day following 01-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7900 0.7894 0.7866
R3 0.7884 0.7878 0.7861
R2 0.7868 0.7868 0.7860
R1 0.7862 0.7862 0.7858 0.7865
PP 0.7852 0.7852 0.7852 0.7853
S1 0.7846 0.7846 0.7856 0.7849
S2 0.7836 0.7836 0.7854
S3 0.7820 0.7830 0.7853
S4 0.7804 0.7814 0.7848
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 0.7857 0.7694 0.0163 2.1% 0.0016 0.2% 100% True False 16
10 0.7857 0.7694 0.0163 2.1% 0.0010 0.1% 100% True False 10
20 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 100% True False 10
40 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 100% True False 8
60 0.7857 0.7573 0.0284 3.6% 0.0014 0.2% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7899
1.618 0.7883
1.000 0.7873
0.618 0.7867
HIGH 0.7857
0.618 0.7851
0.500 0.7849
0.382 0.7847
LOW 0.7841
0.618 0.7831
1.000 0.7825
1.618 0.7815
2.618 0.7799
4.250 0.7773
Fisher Pivots for day following 01-Oct-2018
Pivot 1 day 3 day
R1 0.7854 0.7830
PP 0.7852 0.7803
S1 0.7849 0.7776

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

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