CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 16-Jan-2019
Day Change Summary
Previous Current
15-Jan-2019 16-Jan-2019 Change Change % Previous Week
Open 0.7566 0.7562 -0.0003 0.0% 0.7501
High 0.7585 0.7577 -0.0008 -0.1% 0.7611
Low 0.7554 0.7559 0.0006 0.1% 0.7501
Close 0.7556 0.7574 0.0018 0.2% 0.7562
Range 0.0031 0.0018 -0.0013 -41.9% 0.0110
ATR 0.0039 0.0037 -0.0001 -3.2% 0.0000
Volume 32 46 14 43.8% 382
Daily Pivots for day following 16-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7624 0.7617 0.7583
R3 0.7606 0.7599 0.7578
R2 0.7588 0.7588 0.7577
R1 0.7581 0.7581 0.7575 0.7584
PP 0.7570 0.7570 0.7570 0.7572
S1 0.7563 0.7563 0.7572 0.7566
S2 0.7552 0.7552 0.7570
S3 0.7534 0.7545 0.7569
S4 0.7516 0.7527 0.7564
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7886 0.7834 0.7622
R3 0.7777 0.7724 0.7592
R2 0.7667 0.7667 0.7582
R1 0.7615 0.7615 0.7572 0.7641
PP 0.7558 0.7558 0.7558 0.7571
S1 0.7505 0.7505 0.7552 0.7532
S2 0.7448 0.7448 0.7542
S3 0.7339 0.7396 0.7532
S4 0.7229 0.7286 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7609 0.7553 0.0056 0.7% 0.0027 0.4% 38% False False 52
10 0.7611 0.7350 0.0261 3.4% 0.0040 0.5% 86% False False 83
20 0.7611 0.7347 0.0264 3.5% 0.0037 0.5% 86% False False 93
40 0.7621 0.7347 0.0274 3.6% 0.0034 0.5% 83% False False 96
60 0.7726 0.7347 0.0379 5.0% 0.0029 0.4% 60% False False 70
80 0.7857 0.7347 0.0510 6.7% 0.0026 0.3% 44% False False 54
100 0.7857 0.7347 0.0510 6.7% 0.0024 0.3% 44% False False 45
120 0.7857 0.7347 0.0510 6.7% 0.0022 0.3% 44% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7624
1.618 0.7606
1.000 0.7595
0.618 0.7588
HIGH 0.7577
0.618 0.7570
0.500 0.7568
0.382 0.7566
LOW 0.7559
0.618 0.7548
1.000 0.7541
1.618 0.7530
2.618 0.7512
4.250 0.7483
Fisher Pivots for day following 16-Jan-2019
Pivot 1 day 3 day
R1 0.7572 0.7572
PP 0.7570 0.7570
S1 0.7568 0.7569

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

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