CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Mar-2019
Day Change Summary
Previous Current
04-Mar-2019 05-Mar-2019 Change Change % Previous Week
Open 0.7548 0.7526 -0.0023 -0.3% 0.7636
High 0.7550 0.7529 -0.0022 -0.3% 0.7646
Low 0.7517 0.7503 -0.0014 -0.2% 0.7534
Close 0.7529 0.7511 -0.0018 -0.2% 0.7537
Range 0.0034 0.0026 -0.0008 -23.9% 0.0112
ATR 0.0044 0.0043 -0.0001 -3.0% 0.0000
Volume 3,649 1,848 -1,801 -49.4% 5,852
Daily Pivots for day following 05-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7591 0.7576 0.7525
R3 0.7565 0.7551 0.7518
R2 0.7540 0.7540 0.7515
R1 0.7525 0.7525 0.7513 0.7520
PP 0.7514 0.7514 0.7514 0.7511
S1 0.7500 0.7500 0.7508 0.7494
S2 0.7489 0.7489 0.7506
S3 0.7463 0.7474 0.7503
S4 0.7438 0.7449 0.7496
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 0.7642 0.7503 0.0139 1.8% 0.0044 0.6% 5% False True 1,858
10 0.7646 0.7503 0.0143 1.9% 0.0044 0.6% 5% False True 1,607
20 0.7654 0.7503 0.0151 2.0% 0.0042 0.6% 5% False True 915
40 0.7675 0.7501 0.0174 2.3% 0.0039 0.5% 5% False False 509
60 0.7675 0.7347 0.0328 4.4% 0.0039 0.5% 50% False False 386
80 0.7675 0.7347 0.0328 4.4% 0.0036 0.5% 50% False False 297
100 0.7765 0.7347 0.0418 5.6% 0.0032 0.4% 39% False False 241
120 0.7857 0.7347 0.0510 6.8% 0.0029 0.4% 32% False False 202
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7595
1.618 0.7570
1.000 0.7554
0.618 0.7544
HIGH 0.7529
0.618 0.7519
0.500 0.7516
0.382 0.7513
LOW 0.7503
0.618 0.7487
1.000 0.7478
1.618 0.7462
2.618 0.7436
4.250 0.7395
Fisher Pivots for day following 05-Mar-2019
Pivot 1 day 3 day
R1 0.7516 0.7569
PP 0.7514 0.7550
S1 0.7512 0.7530

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

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