CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 0.7603 0.7562 -0.0040 -0.5% 0.7605
High 0.7605 0.7562 -0.0043 -0.6% 0.7605
Low 0.7577 0.7500 -0.0077 -1.0% 0.7515
Close 0.7577 0.7502 -0.0075 -1.0% 0.7553
Range 0.0028 0.0062 0.0034 117.6% 0.0090
ATR 0.0033 0.0036 0.0003 9.7% 0.0000
Volume 27 139 112 414.8% 157
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7707 0.7666 0.7536
R3 0.7645 0.7604 0.7519
R2 0.7583 0.7583 0.7513
R1 0.7542 0.7542 0.7507 0.7532
PP 0.7521 0.7521 0.7521 0.7516
S1 0.7480 0.7480 0.7496 0.7470
S2 0.7459 0.7459 0.7490
S3 0.7397 0.7418 0.7484
S4 0.7335 0.7356 0.7467
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 0.7500 0.0117 1.6% 0.0025 0.3% 1% False True 43
10 0.7617 0.7500 0.0117 1.6% 0.0028 0.4% 1% False True 46
20 0.7674 0.7500 0.0173 2.3% 0.0028 0.4% 1% False True 30
40 0.7765 0.7500 0.0265 3.5% 0.0023 0.3% 1% False True 23
60 0.7857 0.7500 0.0357 4.8% 0.0019 0.3% 0% False True 18
80 0.7857 0.7500 0.0357 4.8% 0.0019 0.2% 0% False True 16
100 0.7857 0.7500 0.0357 4.8% 0.0017 0.2% 0% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7724
1.618 0.7662
1.000 0.7624
0.618 0.7600
HIGH 0.7562
0.618 0.7538
0.500 0.7531
0.382 0.7524
LOW 0.7500
0.618 0.7462
1.000 0.7438
1.618 0.7400
2.618 0.7338
4.250 0.7237
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 0.7531 0.7559
PP 0.7521 0.7540
S1 0.7511 0.7521

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

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