CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Jan-2019
Day Change Summary
Previous Current
25-Jan-2019 28-Jan-2019 Change Change % Previous Week
Open 0.7534 0.7595 0.0061 0.8% 0.7563
High 0.7589 0.7598 0.0010 0.1% 0.7589
Low 0.7514 0.7555 0.0041 0.5% 0.7504
Close 0.7584 0.7568 -0.0016 -0.2% 0.7584
Range 0.0074 0.0043 -0.0031 -42.3% 0.0084
ATR 0.0039 0.0039 0.0000 0.8% 0.0000
Volume 105 91 -14 -13.3% 581
Daily Pivots for day following 28-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7703 0.7678 0.7592
R3 0.7660 0.7635 0.7580
R2 0.7617 0.7617 0.7576
R1 0.7592 0.7592 0.7572 0.7583
PP 0.7574 0.7574 0.7574 0.7569
S1 0.7549 0.7549 0.7564 0.7540
S2 0.7531 0.7531 0.7560
S3 0.7488 0.7506 0.7556
S4 0.7445 0.7463 0.7544
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7812 0.7783 0.7630
R3 0.7728 0.7698 0.7607
R2 0.7643 0.7643 0.7599
R1 0.7614 0.7614 0.7592 0.7629
PP 0.7559 0.7559 0.7559 0.7566
S1 0.7529 0.7529 0.7576 0.7544
S2 0.7474 0.7474 0.7569
S3 0.7390 0.7445 0.7561
S4 0.7305 0.7360 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7598 0.7504 0.0094 1.2% 0.0043 0.6% 68% True False 134
10 0.7598 0.7504 0.0094 1.2% 0.0035 0.5% 68% True False 98
20 0.7611 0.7347 0.0264 3.5% 0.0039 0.5% 84% False False 92
40 0.7617 0.7347 0.0270 3.6% 0.0035 0.5% 82% False False 109
60 0.7675 0.7347 0.0328 4.3% 0.0032 0.4% 67% False False 80
80 0.7841 0.7347 0.0494 6.5% 0.0028 0.4% 45% False False 64
100 0.7857 0.7347 0.0510 6.7% 0.0026 0.3% 43% False False 53
120 0.7857 0.7347 0.0510 6.7% 0.0024 0.3% 43% False False 45
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 True
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7711
1.618 0.7668
1.000 0.7641
0.618 0.7625
HIGH 0.7598
0.618 0.7582
0.500 0.7577
0.382 0.7571
LOW 0.7555
0.618 0.7528
1.000 0.7512
1.618 0.7485
2.618 0.7442
4.250 0.7372
Fisher Pivots for day following 28-Jan-2019
Pivot 1 day 3 day
R1 0.7577 0.7562
PP 0.7574 0.7557
S1 0.7571 0.7551

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

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