CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 08-Mar-2019
Day Change Summary
Previous Current
07-Mar-2019 08-Mar-2019 Change Change % Previous Week
Open 0.7459 0.7453 -0.0006 -0.1% 0.7548
High 0.7472 0.7485 0.0012 0.2% 0.7550
Low 0.7443 0.7443 0.0000 0.0% 0.7443
Close 0.7448 0.7473 0.0025 0.3% 0.7473
Range 0.0029 0.0042 0.0012 43.1% 0.0107
ATR 0.0043 0.0043 0.0000 -0.3% 0.0000
Volume 8,539 6,591 -1,948 -22.8% 23,915
Daily Pivots for day following 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7591 0.7573 0.7495
R3 0.7550 0.7532 0.7484
R2 0.7508 0.7508 0.7480
R1 0.7490 0.7490 0.7476 0.7499
PP 0.7467 0.7467 0.7467 0.7471
S1 0.7449 0.7449 0.7469 0.7458
S2 0.7425 0.7425 0.7465
S3 0.7384 0.7407 0.7461
S4 0.7342 0.7366 0.7450
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7810 0.7748 0.7531
R3 0.7703 0.7641 0.7502
R2 0.7596 0.7596 0.7492
R1 0.7534 0.7534 0.7482 0.7511
PP 0.7489 0.7489 0.7489 0.7477
S1 0.7427 0.7427 0.7463 0.7404
S2 0.7381 0.7381 0.7453
S3 0.7274 0.7320 0.7443
S4 0.7167 0.7213 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7550 0.7443 0.0107 1.4% 0.0037 0.5% 28% False True 4,783
10 0.7646 0.7443 0.0203 2.7% 0.0044 0.6% 15% False True 2,976
20 0.7646 0.7443 0.0203 2.7% 0.0043 0.6% 15% False True 1,802
40 0.7675 0.7443 0.0232 3.1% 0.0039 0.5% 13% False True 963
60 0.7675 0.7347 0.0328 4.4% 0.0038 0.5% 38% False False 683
80 0.7675 0.7347 0.0328 4.4% 0.0037 0.5% 38% False False 527
100 0.7765 0.7347 0.0418 5.6% 0.0033 0.4% 30% False False 425
120 0.7857 0.7347 0.0510 6.8% 0.0029 0.4% 25% False False 355
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7593
1.618 0.7552
1.000 0.7526
0.618 0.7510
HIGH 0.7485
0.618 0.7469
0.500 0.7464
0.382 0.7459
LOW 0.7443
0.618 0.7417
1.000 0.7402
1.618 0.7376
2.618 0.7334
4.250 0.7267
Fisher Pivots for day following 08-Mar-2019
Pivot 1 day 3 day
R1 0.7470 0.7474
PP 0.7467 0.7474
S1 0.7464 0.7473

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

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