CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 0.7587 0.7643 0.0056 0.7% 0.7614
High 0.7625 0.7643 0.0019 0.2% 0.7643
Low 0.7587 0.7626 0.0039 0.5% 0.7573
Close 0.7624 0.7626 0.0002 0.0% 0.7626
Range 0.0038 0.0018 -0.0020 -53.9% 0.0070
ATR 0.0029 0.0028 -0.0001 -2.4% 0.0000
Volume 8 4 -4 -50.0% 56
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7684 0.7672 0.7635
R3 0.7666 0.7655 0.7630
R2 0.7649 0.7649 0.7629
R1 0.7637 0.7637 0.7627 0.7634
PP 0.7631 0.7631 0.7631 0.7630
S1 0.7620 0.7620 0.7624 0.7617
S2 0.7614 0.7614 0.7622
S3 0.7596 0.7602 0.7621
S4 0.7579 0.7585 0.7616
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7824 0.7795 0.7664
R3 0.7754 0.7725 0.7645
R2 0.7684 0.7684 0.7638
R1 0.7655 0.7655 0.7632 0.7669
PP 0.7614 0.7614 0.7614 0.7621
S1 0.7585 0.7585 0.7619 0.7599
S2 0.7544 0.7544 0.7613
S3 0.7474 0.7515 0.7606
S4 0.7404 0.7445 0.7587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7643 0.7573 0.0070 0.9% 0.0021 0.3% 75% True False 11
10 0.7674 0.7573 0.0101 1.3% 0.0021 0.3% 52% False False 10
20 0.7726 0.7573 0.0153 2.0% 0.0019 0.2% 34% False False 18
40 0.7857 0.7573 0.0284 3.7% 0.0018 0.2% 18% False False 13
60 0.7857 0.7573 0.0284 3.7% 0.0018 0.2% 18% False False 11
80 0.7857 0.7573 0.0284 3.7% 0.0016 0.2% 18% False False 10
100 0.7857 0.7560 0.0297 3.9% 0.0016 0.2% 22% False False 9
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7689
1.618 0.7671
1.000 0.7661
0.618 0.7654
HIGH 0.7643
0.618 0.7636
0.500 0.7634
0.382 0.7632
LOW 0.7626
0.618 0.7615
1.000 0.7608
1.618 0.7597
2.618 0.7580
4.250 0.7551
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 0.7634 0.7620
PP 0.7631 0.7614
S1 0.7628 0.7609

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

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