CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 07-Jan-2019
Day Change Summary
Previous Current
04-Jan-2019 07-Jan-2019 Change Change % Previous Week
Open 0.7446 0.7501 0.0055 0.7% 0.7372
High 0.7500 0.7557 0.0057 0.8% 0.7500
Low 0.7441 0.7501 0.0060 0.8% 0.7347
Close 0.7492 0.7547 0.0055 0.7% 0.7492
Range 0.0059 0.0056 -0.0003 -5.1% 0.0153
ATR 0.0040 0.0042 0.0002 4.3% 0.0000
Volume 173 41 -132 -76.3% 437
Daily Pivots for day following 07-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7703 0.7681 0.7577
R3 0.7647 0.7625 0.7562
R2 0.7591 0.7591 0.7557
R1 0.7569 0.7569 0.7552 0.7580
PP 0.7535 0.7535 0.7535 0.7540
S1 0.7513 0.7513 0.7541 0.7524
S2 0.7479 0.7479 0.7536
S3 0.7423 0.7457 0.7531
S4 0.7367 0.7401 0.7516
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7905 0.7852 0.7576
R3 0.7752 0.7699 0.7534
R2 0.7599 0.7599 0.7520
R1 0.7546 0.7546 0.7506 0.7573
PP 0.7446 0.7446 0.7446 0.7460
S1 0.7393 0.7393 0.7478 0.7420
S2 0.7293 0.7293 0.7464
S3 0.7140 0.7240 0.7450
S4 0.6987 0.7087 0.7408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7557 0.7347 0.0210 2.8% 0.0055 0.7% 95% True False 95
10 0.7557 0.7347 0.0210 2.8% 0.0043 0.6% 95% True False 96
20 0.7566 0.7347 0.0219 2.9% 0.0039 0.5% 91% False False 134
40 0.7662 0.7347 0.0315 4.2% 0.0034 0.4% 63% False False 86
60 0.7765 0.7347 0.0418 5.5% 0.0028 0.4% 48% False False 62
80 0.7857 0.7347 0.0510 6.8% 0.0024 0.3% 39% False False 48
100 0.7857 0.7347 0.0510 6.8% 0.0023 0.3% 39% False False 41
120 0.7857 0.7347 0.0510 6.8% 0.0021 0.3% 39% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7704
1.618 0.7648
1.000 0.7613
0.618 0.7592
HIGH 0.7557
0.618 0.7536
0.500 0.7529
0.382 0.7522
LOW 0.7501
0.618 0.7466
1.000 0.7445
1.618 0.7410
2.618 0.7354
4.250 0.7263
Fisher Pivots for day following 07-Jan-2019
Pivot 1 day 3 day
R1 0.7541 0.7516
PP 0.7535 0.7485
S1 0.7529 0.7454

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

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