CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 0.7712 0.7760 0.0048 0.6% 0.7750
High 0.7748 0.7765 0.0017 0.2% 0.7760
Low 0.7712 0.7760 0.0048 0.6% 0.7690
Close 0.7736 0.7764 0.0028 0.4% 0.7700
Range 0.0036 0.0005 -0.0031 -86.1% 0.0070
ATR 0.0033 0.0032 0.0000 -0.8% 0.0000
Volume 11 4 -7 -63.6% 29
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7778 0.7776 0.7766
R3 0.7773 0.7771 0.7765
R2 0.7768 0.7768 0.7764
R1 0.7766 0.7766 0.7764 0.7767
PP 0.7763 0.7763 0.7763 0.7763
S1 0.7761 0.7761 0.7763 0.7762
S2 0.7758 0.7758 0.7763
S3 0.7753 0.7756 0.7762
S4 0.7748 0.7751 0.7761
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7926 0.7883 0.7738
R3 0.7856 0.7813 0.7719
R2 0.7786 0.7786 0.7712
R1 0.7743 0.7743 0.7706 0.7730
PP 0.7716 0.7716 0.7716 0.7710
S1 0.7673 0.7673 0.7693 0.7659
S2 0.7646 0.7646 0.7687
S3 0.7576 0.7603 0.7680
S4 0.7506 0.7533 0.7661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7690 0.0076 1.0% 0.0024 0.3% 98% True False 8
10 0.7841 0.7690 0.0152 2.0% 0.0019 0.2% 49% False False 6
20 0.7857 0.7690 0.0168 2.2% 0.0015 0.2% 44% False False 8
40 0.7857 0.7606 0.0251 3.2% 0.0017 0.2% 63% False False 9
60 0.7857 0.7606 0.0251 3.2% 0.0015 0.2% 63% False False 7
80 0.7857 0.7542 0.0316 4.1% 0.0015 0.2% 70% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7778
1.618 0.7773
1.000 0.7770
0.618 0.7768
HIGH 0.7765
0.618 0.7763
0.500 0.7763
0.382 0.7762
LOW 0.7760
0.618 0.7757
1.000 0.7755
1.618 0.7752
2.618 0.7747
4.250 0.7739
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 0.7763 0.7753
PP 0.7763 0.7743
S1 0.7763 0.7732

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

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