CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 0.7513 0.7499 -0.0014 -0.2% 0.7533
High 0.7519 0.7507 -0.0012 -0.2% 0.7551
Low 0.7504 0.7499 -0.0005 -0.1% 0.7485
Close 0.7516 0.7506 -0.0010 -0.1% 0.7506
Range 0.0016 0.0008 -0.0008 -48.4% 0.0066
ATR 0.0037 0.0036 -0.0001 -3.9% 0.0000
Volume 78 128 50 64.1% 1,104
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7528 0.7525 0.7510
R3 0.7520 0.7517 0.7508
R2 0.7512 0.7512 0.7507
R1 0.7509 0.7509 0.7507 0.7511
PP 0.7504 0.7504 0.7504 0.7505
S1 0.7501 0.7501 0.7505 0.7503
S2 0.7496 0.7496 0.7505
S3 0.7488 0.7493 0.7504
S4 0.7480 0.7485 0.7502
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7712 0.7675 0.7542
R3 0.7646 0.7609 0.7524
R2 0.7580 0.7580 0.7518
R1 0.7543 0.7543 0.7512 0.7528
PP 0.7514 0.7514 0.7514 0.7506
S1 0.7477 0.7477 0.7500 0.7462
S2 0.7448 0.7448 0.7494
S3 0.7382 0.7411 0.7488
S4 0.7316 0.7345 0.7470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7485 0.0066 0.9% 0.0028 0.4% 33% False False 220
10 0.7617 0.7474 0.0143 1.9% 0.0035 0.5% 22% False False 156
20 0.7643 0.7474 0.0169 2.3% 0.0032 0.4% 19% False False 95
40 0.7726 0.7474 0.0252 3.4% 0.0025 0.3% 13% False False 56
60 0.7857 0.7474 0.0383 5.1% 0.0022 0.3% 8% False False 40
80 0.7857 0.7474 0.0383 5.1% 0.0021 0.3% 8% False False 33
100 0.7857 0.7474 0.0383 5.1% 0.0019 0.3% 8% False False 27
120 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 8% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7528
1.618 0.7520
1.000 0.7515
0.618 0.7512
HIGH 0.7507
0.618 0.7504
0.500 0.7503
0.382 0.7502
LOW 0.7499
0.618 0.7494
1.000 0.7491
1.618 0.7486
2.618 0.7478
4.250 0.7465
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 0.7505 0.7516
PP 0.7504 0.7512
S1 0.7503 0.7509

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

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