CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Feb-2019
Day Change Summary
Previous Current
31-Jan-2019 01-Feb-2019 Change Change % Previous Week
Open 0.7635 0.7629 -0.0006 -0.1% 0.7595
High 0.7644 0.7675 0.0032 0.4% 0.7675
Low 0.7622 0.7629 0.0007 0.1% 0.7552
Close 0.7641 0.7664 0.0024 0.3% 0.7664
Range 0.0021 0.0046 0.0025 114.0% 0.0123
ATR 0.0040 0.0040 0.0000 1.1% 0.0000
Volume 360 93 -267 -74.2% 757
Daily Pivots for day following 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7794 0.7775 0.7689
R3 0.7748 0.7729 0.7677
R2 0.7702 0.7702 0.7672
R1 0.7683 0.7683 0.7668 0.7692
PP 0.7656 0.7656 0.7656 0.7661
S1 0.7637 0.7637 0.7660 0.7647
S2 0.7610 0.7610 0.7656
S3 0.7564 0.7591 0.7651
S4 0.7518 0.7545 0.7639
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7999 0.7955 0.7732
R3 0.7876 0.7832 0.7698
R2 0.7753 0.7753 0.7687
R1 0.7709 0.7709 0.7675 0.7731
PP 0.7630 0.7630 0.7630 0.7642
S1 0.7586 0.7586 0.7653 0.7608
S2 0.7507 0.7507 0.7641
S3 0.7384 0.7463 0.7630
S4 0.7261 0.7340 0.7596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7675 0.7552 0.0123 1.6% 0.0041 0.5% 91% True False 151
10 0.7675 0.7504 0.0171 2.2% 0.0041 0.5% 94% True False 140
20 0.7675 0.7441 0.0234 3.1% 0.0038 0.5% 95% True False 110
40 0.7675 0.7347 0.0328 4.3% 0.0038 0.5% 97% True False 124
60 0.7675 0.7347 0.0328 4.3% 0.0034 0.4% 97% True False 90
80 0.7765 0.7347 0.0418 5.5% 0.0030 0.4% 76% False False 72
100 0.7857 0.7347 0.0510 6.7% 0.0026 0.3% 62% False False 59
120 0.7857 0.7347 0.0510 6.7% 0.0025 0.3% 62% False False 50
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7795
1.618 0.7749
1.000 0.7721
0.618 0.7703
HIGH 0.7675
0.618 0.7657
0.500 0.7652
0.382 0.7647
LOW 0.7629
0.618 0.7601
1.000 0.7583
1.618 0.7555
2.618 0.7509
4.250 0.7434
Fisher Pivots for day following 01-Feb-2019
Pivot 1 day 3 day
R1 0.7660 0.7650
PP 0.7656 0.7636
S1 0.7652 0.7622

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

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