CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 0.7575 0.7585 0.0010 0.1% 0.7372
High 0.7611 0.7595 -0.0016 -0.2% 0.7500
Low 0.7575 0.7572 -0.0003 0.0% 0.7347
Close 0.7591 0.7586 -0.0005 -0.1% 0.7492
Range 0.0036 0.0023 -0.0013 -36.1% 0.0153
ATR 0.0042 0.0040 -0.0001 -3.2% 0.0000
Volume 178 20 -158 -88.8% 437
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7653 0.7643 0.7599
R3 0.7630 0.7620 0.7592
R2 0.7607 0.7607 0.7590
R1 0.7597 0.7597 0.7588 0.7602
PP 0.7584 0.7584 0.7584 0.7587
S1 0.7574 0.7574 0.7584 0.7579
S2 0.7561 0.7561 0.7582
S3 0.7538 0.7551 0.7580
S4 0.7515 0.7528 0.7573
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 0.7611 0.7441 0.0170 2.2% 0.0039 0.5% 86% False False 89
10 0.7611 0.7347 0.0264 3.5% 0.0042 0.6% 91% False False 85
20 0.7611 0.7347 0.0264 3.5% 0.0035 0.5% 91% False False 109
40 0.7643 0.7347 0.0296 3.9% 0.0034 0.4% 81% False False 90
60 0.7765 0.7347 0.0418 5.5% 0.0028 0.4% 57% False False 66
80 0.7857 0.7347 0.0510 6.7% 0.0025 0.3% 47% False False 51
100 0.7857 0.7347 0.0510 6.7% 0.0023 0.3% 47% False False 43
120 0.7857 0.7347 0.0510 6.7% 0.0021 0.3% 47% False False 36
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7655
1.618 0.7632
1.000 0.7618
0.618 0.7609
HIGH 0.7595
0.618 0.7586
0.500 0.7583
0.382 0.7580
LOW 0.7572
0.618 0.7557
1.000 0.7549
1.618 0.7534
2.618 0.7511
4.250 0.7474
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 0.7585 0.7582
PP 0.7584 0.7578
S1 0.7583 0.7573

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

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