CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 0.7707 0.7669 -0.0039 -0.5% 0.7712
High 0.7707 0.7669 -0.0039 -0.5% 0.7765
Low 0.7681 0.7660 -0.0022 -0.3% 0.7660
Close 0.7681 0.7660 -0.0022 -0.3% 0.7660
Range 0.0026 0.0009 -0.0017 -65.4% 0.0106
ATR 0.0034 0.0033 -0.0001 -2.6% 0.0000
Volume 3 4 1 33.3% 22
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7690 0.7684 0.7664
R3 0.7681 0.7675 0.7662
R2 0.7672 0.7672 0.7661
R1 0.7666 0.7666 0.7660 0.7664
PP 0.7663 0.7663 0.7663 0.7662
S1 0.7657 0.7657 0.7659 0.7655
S2 0.7654 0.7654 0.7658
S3 0.7645 0.7648 0.7657
S4 0.7636 0.7639 0.7655
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8011 0.7941 0.7718
R3 0.7906 0.7835 0.7689
R2 0.7800 0.7800 0.7679
R1 0.7730 0.7730 0.7669 0.7712
PP 0.7695 0.7695 0.7695 0.7686
S1 0.7624 0.7624 0.7650 0.7607
S2 0.7589 0.7589 0.7640
S3 0.7484 0.7519 0.7630
S4 0.7378 0.7413 0.7601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7660 0.0106 1.4% 0.0015 0.2% 0% False True 4
10 0.7765 0.7660 0.0106 1.4% 0.0018 0.2% 0% False True 5
20 0.7857 0.7660 0.0198 2.6% 0.0016 0.2% 0% False True 8
40 0.7857 0.7606 0.0251 3.3% 0.0017 0.2% 21% False False 8
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 21% False False 7
80 0.7857 0.7560 0.0297 3.9% 0.0015 0.2% 34% 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 0.7707
2.618 0.7692
1.618 0.7683
1.000 0.7678
0.618 0.7674
HIGH 0.7669
0.618 0.7665
0.500 0.7664
0.382 0.7663
LOW 0.7660
0.618 0.7654
1.000 0.7651
1.618 0.7645
2.618 0.7636
4.250 0.7621
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 0.7664 0.7690
PP 0.7663 0.7680
S1 0.7661 0.7670

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

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