CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Mar-2019
Day Change Summary
Previous Current
28-Feb-2019 01-Mar-2019 Change Change % Previous Week
Open 0.7624 0.7612 -0.0012 -0.2% 0.7636
High 0.7629 0.7635 0.0006 0.1% 0.7646
Low 0.7592 0.7534 -0.0058 -0.8% 0.7534
Close 0.7629 0.7537 -0.0092 -1.2% 0.7537
Range 0.0037 0.0101 0.0064 173.0% 0.0112
ATR 0.0041 0.0045 0.0004 10.5% 0.0000
Volume 787 1,589 802 101.9% 5,852
Daily Pivots for day following 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7872 0.7805 0.7593
R3 0.7771 0.7704 0.7565
R2 0.7670 0.7670 0.7556
R1 0.7603 0.7603 0.7546 0.7586
PP 0.7569 0.7569 0.7569 0.7560
S1 0.7502 0.7502 0.7528 0.7485
S2 0.7468 0.7468 0.7518
S3 0.7367 0.7401 0.7509
S4 0.7266 0.7300 0.7481
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7908 0.7835 0.7599
R3 0.7796 0.7723 0.7568
R2 0.7684 0.7684 0.7558
R1 0.7611 0.7611 0.7547 0.7592
PP 0.7572 0.7572 0.7572 0.7563
S1 0.7499 0.7499 0.7527 0.7480
S2 0.7460 0.7460 0.7516
S3 0.7348 0.7387 0.7506
S4 0.7236 0.7275 0.7475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7534 0.0112 1.5% 0.0050 0.7% 3% False True 1,170
10 0.7646 0.7534 0.0112 1.5% 0.0045 0.6% 3% False True 1,100
20 0.7675 0.7517 0.0158 2.1% 0.0043 0.6% 13% False False 647
40 0.7675 0.7350 0.0325 4.3% 0.0042 0.6% 58% False False 380
60 0.7675 0.7347 0.0328 4.4% 0.0039 0.5% 58% False False 297
80 0.7675 0.7347 0.0328 4.4% 0.0036 0.5% 58% False False 229
100 0.7765 0.7347 0.0418 5.5% 0.0032 0.4% 45% False False 186
120 0.7857 0.7347 0.0510 6.8% 0.0029 0.4% 37% False False 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.7899
1.618 0.7798
1.000 0.7736
0.618 0.7697
HIGH 0.7635
0.618 0.7596
0.500 0.7585
0.382 0.7573
LOW 0.7534
0.618 0.7472
1.000 0.7433
1.618 0.7371
2.618 0.7270
4.250 0.7105
Fisher Pivots for day following 01-Mar-2019
Pivot 1 day 3 day
R1 0.7585 0.7588
PP 0.7569 0.7571
S1 0.7553 0.7554

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

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