CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Feb-2019
Day Change Summary
Previous Current
20-Feb-2019 21-Feb-2019 Change Change % Previous Week
Open 0.7590 0.7604 0.0014 0.2% 0.7552
High 0.7626 0.7617 -0.0009 -0.1% 0.7597
Low 0.7590 0.7580 -0.0010 -0.1% 0.7517
Close 0.7624 0.7583 -0.0041 -0.5% 0.7568
Range 0.0036 0.0037 0.0001 2.8% 0.0080
ATR 0.0040 0.0041 0.0000 0.5% 0.0000
Volume 4,451 110 -4,341 -97.5% 873
Daily Pivots for day following 21-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7704 0.7680 0.7603
R3 0.7667 0.7643 0.7593
R2 0.7630 0.7630 0.7589
R1 0.7606 0.7606 0.7586 0.7600
PP 0.7593 0.7593 0.7593 0.7590
S1 0.7569 0.7569 0.7579 0.7563
S2 0.7556 0.7556 0.7576
S3 0.7519 0.7532 0.7572
S4 0.7482 0.7495 0.7562
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7801 0.7764 0.7612
R3 0.7721 0.7684 0.7590
R2 0.7641 0.7641 0.7583
R1 0.7604 0.7604 0.7575 0.7623
PP 0.7561 0.7561 0.7561 0.7570
S1 0.7524 0.7524 0.7561 0.7543
S2 0.7481 0.7481 0.7553
S3 0.7401 0.7444 0.7546
S4 0.7321 0.7364 0.7524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7626 0.7517 0.0109 1.4% 0.0041 0.5% 60% False False 1,023
10 0.7626 0.7517 0.0109 1.4% 0.0040 0.5% 60% False False 629
20 0.7675 0.7504 0.0171 2.3% 0.0040 0.5% 46% False False 390
40 0.7675 0.7347 0.0328 4.3% 0.0038 0.5% 72% False False 241
60 0.7675 0.7347 0.0328 4.3% 0.0036 0.5% 72% False False 200
80 0.7675 0.7347 0.0328 4.3% 0.0033 0.4% 72% False False 155
100 0.7857 0.7347 0.0510 6.7% 0.0030 0.4% 46% False False 127
120 0.7857 0.7347 0.0510 6.7% 0.0028 0.4% 46% False False 107
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7774
2.618 0.7714
1.618 0.7677
1.000 0.7654
0.618 0.7640
HIGH 0.7617
0.618 0.7603
0.500 0.7599
0.382 0.7594
LOW 0.7580
0.618 0.7557
1.000 0.7543
1.618 0.7520
2.618 0.7483
4.250 0.7423
Fisher Pivots for day following 21-Feb-2019
Pivot 1 day 3 day
R1 0.7599 0.7590
PP 0.7593 0.7587
S1 0.7588 0.7585

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

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