CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Dec-2018
Day Change Summary
Previous Current
19-Dec-2018 20-Dec-2018 Change Change % Previous Week
Open 0.7462 0.7439 -0.0024 -0.3% 0.7533
High 0.7475 0.7463 -0.0012 -0.2% 0.7551
Low 0.7442 0.7425 -0.0017 -0.2% 0.7485
Close 0.7442 0.7441 -0.0001 0.0% 0.7506
Range 0.0033 0.0038 0.0005 15.1% 0.0066
ATR 0.0036 0.0036 0.0000 0.5% 0.0000
Volume 156 188 32 20.5% 1,104
Daily Pivots for day following 20-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7557 0.7537 0.7462
R3 0.7519 0.7499 0.7451
R2 0.7481 0.7481 0.7448
R1 0.7461 0.7461 0.7444 0.7471
PP 0.7443 0.7443 0.7443 0.7448
S1 0.7423 0.7423 0.7438 0.7433
S2 0.7405 0.7405 0.7434
S3 0.7367 0.7385 0.7431
S4 0.7329 0.7347 0.7420
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 0.7507 0.7425 0.0082 1.1% 0.0029 0.4% 20% False True 125
10 0.7566 0.7425 0.0141 1.9% 0.0035 0.5% 11% False True 173
20 0.7617 0.7425 0.0192 2.6% 0.0032 0.4% 8% False True 115
40 0.7697 0.7425 0.0272 3.7% 0.0027 0.4% 6% False True 65
60 0.7857 0.7425 0.0432 5.8% 0.0024 0.3% 4% False True 48
80 0.7857 0.7425 0.0432 5.8% 0.0022 0.3% 4% False True 38
100 0.7857 0.7425 0.0432 5.8% 0.0020 0.3% 4% False True 32
120 0.7857 0.7425 0.0432 5.8% 0.0019 0.3% 4% False True 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7625
2.618 0.7562
1.618 0.7524
1.000 0.7501
0.618 0.7486
HIGH 0.7463
0.618 0.7448
0.500 0.7444
0.382 0.7440
LOW 0.7425
0.618 0.7402
1.000 0.7387
1.618 0.7364
2.618 0.7326
4.250 0.7264
Fisher Pivots for day following 20-Dec-2018
Pivot 1 day 3 day
R1 0.7444 0.7456
PP 0.7443 0.7451
S1 0.7442 0.7446

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

View Archives - Comment on this page... - Back to Index of Symbols