CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 02-Oct-2018
Day Change Summary
Previous Current
01-Oct-2018 02-Oct-2018 Change Change % Previous Week
Open 0.7843 0.7837 -0.0006 -0.1% 0.7773
High 0.7857 0.7839 -0.0019 -0.2% 0.7777
Low 0.7841 0.7828 -0.0013 -0.2% 0.7694
Close 0.7857 0.7839 -0.0019 -0.2% 0.7776
Range 0.0016 0.0011 -0.0006 -34.4% 0.0083
ATR 0.0035 0.0034 0.0000 -1.1% 0.0000
Volume 53 9 -44 -83.0% 39
Daily Pivots for day following 02-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7867 0.7863 0.7844
R3 0.7856 0.7853 0.7841
R2 0.7846 0.7846 0.7840
R1 0.7842 0.7842 0.7839 0.7844
PP 0.7835 0.7835 0.7835 0.7836
S1 0.7832 0.7832 0.7838 0.7833
S2 0.7825 0.7825 0.7837
S3 0.7814 0.7821 0.7836
S4 0.7804 0.7811 0.7833
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% 0.0017 0.2% 89% False False 18
10 0.7857 0.7694 0.0163 2.1% 0.0011 0.1% 89% False False 10
20 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 93% False False 9
40 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 93% False False 8
60 0.7857 0.7573 0.0284 3.6% 0.0014 0.2% 93% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7866
1.618 0.7855
1.000 0.7849
0.618 0.7845
HIGH 0.7839
0.618 0.7834
0.500 0.7833
0.382 0.7832
LOW 0.7828
0.618 0.7822
1.000 0.7818
1.618 0.7811
2.618 0.7801
4.250 0.7783
Fisher Pivots for day following 02-Oct-2018
Pivot 1 day 3 day
R1 0.7837 0.7830
PP 0.7835 0.7821
S1 0.7833 0.7813

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

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