CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 22-Oct-2018
Day Change Summary
Previous Current
19-Oct-2018 22-Oct-2018 Change Change % Previous Week
Open 0.7669 0.7667 -0.0002 0.0% 0.7712
High 0.7669 0.7673 0.0005 0.1% 0.7765
Low 0.7660 0.7659 -0.0001 0.0% 0.7660
Close 0.7660 0.7667 0.0007 0.1% 0.7660
Range 0.0009 0.0015 0.0006 61.1% 0.0106
ATR 0.0033 0.0031 -0.0001 -4.0% 0.0000
Volume 4 26 22 550.0% 22
Daily Pivots for day following 22-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7710 0.7703 0.7674
R3 0.7695 0.7688 0.7670
R2 0.7681 0.7681 0.7669
R1 0.7674 0.7674 0.7668 0.7670
PP 0.7666 0.7666 0.7666 0.7664
S1 0.7659 0.7659 0.7665 0.7655
S2 0.7652 0.7652 0.7664
S3 0.7637 0.7645 0.7663
S4 0.7623 0.7630 0.7659
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 0.7659 0.0107 1.4% 0.0011 0.1% 8% False True 7
10 0.7765 0.7659 0.0107 1.4% 0.0020 0.3% 8% False True 7
20 0.7857 0.7659 0.0199 2.6% 0.0016 0.2% 4% False True 9
40 0.7857 0.7606 0.0251 3.3% 0.0017 0.2% 24% False False 9
60 0.7857 0.7606 0.0251 3.3% 0.0015 0.2% 24% False False 7
80 0.7857 0.7573 0.0284 3.7% 0.0015 0.2% 33% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7711
1.618 0.7696
1.000 0.7688
0.618 0.7682
HIGH 0.7673
0.618 0.7667
0.500 0.7666
0.382 0.7664
LOW 0.7659
0.618 0.7650
1.000 0.7644
1.618 0.7635
2.618 0.7621
4.250 0.7597
Fisher Pivots for day following 22-Oct-2018
Pivot 1 day 3 day
R1 0.7666 0.7683
PP 0.7666 0.7677
S1 0.7666 0.7672

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

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