CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 0.7595 0.7603 0.0008 0.1% 0.7605
High 0.7617 0.7605 -0.0012 -0.2% 0.7605
Low 0.7595 0.7577 -0.0018 -0.2% 0.7515
Close 0.7599 0.7577 -0.0022 -0.3% 0.7553
Range 0.0022 0.0028 0.0006 29.5% 0.0090
ATR 0.0033 0.0033 0.0000 -1.0% 0.0000
Volume 24 27 3 12.5% 157
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7672 0.7653 0.7593
R3 0.7643 0.7624 0.7585
R2 0.7615 0.7615 0.7582
R1 0.7596 0.7596 0.7580 0.7591
PP 0.7586 0.7586 0.7586 0.7584
S1 0.7567 0.7567 0.7574 0.7563
S2 0.7558 0.7558 0.7572
S3 0.7529 0.7539 0.7569
S4 0.7501 0.7510 0.7561
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7828 0.7780 0.7603
R3 0.7738 0.7690 0.7578
R2 0.7648 0.7648 0.7570
R1 0.7600 0.7600 0.7561 0.7579
PP 0.7558 0.7558 0.7558 0.7547
S1 0.7510 0.7510 0.7545 0.7489
S2 0.7468 0.7468 0.7537
S3 0.7378 0.7420 0.7528
S4 0.7288 0.7330 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7617 0.7515 0.0102 1.3% 0.0023 0.3% 61% False False 39
10 0.7621 0.7515 0.0106 1.4% 0.0030 0.4% 58% False False 37
20 0.7674 0.7515 0.0159 2.1% 0.0025 0.3% 39% False False 24
40 0.7765 0.7515 0.0250 3.3% 0.0022 0.3% 25% False False 20
60 0.7857 0.7515 0.0342 4.5% 0.0019 0.3% 18% False False 15
80 0.7857 0.7515 0.0342 4.5% 0.0018 0.2% 18% False False 14
100 0.7857 0.7515 0.0342 4.5% 0.0017 0.2% 18% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7726
2.618 0.7680
1.618 0.7651
1.000 0.7633
0.618 0.7623
HIGH 0.7605
0.618 0.7594
0.500 0.7591
0.382 0.7587
LOW 0.7577
0.618 0.7559
1.000 0.7548
1.618 0.7530
2.618 0.7502
4.250 0.7455
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 0.7591 0.7581
PP 0.7586 0.7580
S1 0.7582 0.7578

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

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