CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 0.7604 0.7625 0.0022 0.3% 0.7574
High 0.7618 0.7642 0.0024 0.3% 0.7633
Low 0.7575 0.7619 0.0044 0.6% 0.7554
Close 0.7614 0.7624 0.0010 0.1% 0.7632
Range 0.0043 0.0023 -0.0021 -47.7% 0.0079
ATR 0.0042 0.0041 -0.0001 -2.5% 0.0000
Volume 649 1,418 769 118.5% 5,023
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7696 0.7682 0.7636
R3 0.7673 0.7660 0.7630
R2 0.7651 0.7651 0.7628
R1 0.7637 0.7637 0.7626 0.7633
PP 0.7628 0.7628 0.7628 0.7626
S1 0.7615 0.7615 0.7622 0.7610
S2 0.7606 0.7606 0.7620
S3 0.7583 0.7592 0.7618
S4 0.7561 0.7570 0.7612
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7843 0.7816 0.7675
R3 0.7764 0.7737 0.7653
R2 0.7685 0.7685 0.7646
R1 0.7658 0.7658 0.7639 0.7672
PP 0.7606 0.7606 0.7606 0.7613
S1 0.7579 0.7579 0.7624 0.7593
S2 0.7527 0.7527 0.7617
S3 0.7448 0.7500 0.7610
S4 0.7369 0.7421 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7575 0.0071 0.9% 0.0042 0.5% 69% False False 750
10 0.7646 0.7517 0.0129 1.7% 0.0041 0.5% 83% False False 909
20 0.7675 0.7517 0.0158 2.1% 0.0041 0.5% 68% False False 555
40 0.7675 0.7347 0.0328 4.3% 0.0040 0.5% 84% False False 324
60 0.7675 0.7347 0.0328 4.3% 0.0037 0.5% 84% False False 258
80 0.7675 0.7347 0.0328 4.3% 0.0034 0.4% 84% False False 199
100 0.7775 0.7347 0.0428 5.6% 0.0031 0.4% 65% False False 162
120 0.7857 0.7347 0.0510 6.7% 0.0028 0.4% 54% False False 137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7737
2.618 0.7700
1.618 0.7678
1.000 0.7664
0.618 0.7655
HIGH 0.7642
0.618 0.7633
0.500 0.7630
0.382 0.7628
LOW 0.7619
0.618 0.7605
1.000 0.7597
1.618 0.7583
2.618 0.7560
4.250 0.7523
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 0.7630 0.7620
PP 0.7628 0.7615
S1 0.7626 0.7611

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

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