CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 0.7553 0.7599 0.0046 0.6% 0.7618
High 0.7575 0.7611 0.0036 0.5% 0.7621
Low 0.7553 0.7582 0.0029 0.4% 0.7539
Close 0.7575 0.7604 0.0029 0.4% 0.7604
Range 0.0022 0.0029 0.0007 31.8% 0.0082
ATR 0.0031 0.0032 0.0000 1.2% 0.0000
Volume 29 87 58 200.0% 180
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7686 0.7674 0.7619
R3 0.7657 0.7645 0.7611
R2 0.7628 0.7628 0.7609
R1 0.7616 0.7616 0.7606 0.7622
PP 0.7599 0.7599 0.7599 0.7602
S1 0.7587 0.7587 0.7601 0.7593
S2 0.7570 0.7570 0.7598
S3 0.7541 0.7558 0.7596
S4 0.7512 0.7529 0.7588
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7834 0.7801 0.7649
R3 0.7752 0.7719 0.7626
R2 0.7670 0.7670 0.7619
R1 0.7637 0.7637 0.7611 0.7612
PP 0.7588 0.7588 0.7588 0.7576
S1 0.7555 0.7555 0.7596 0.7530
S2 0.7506 0.7506 0.7588
S3 0.7424 0.7473 0.7581
S4 0.7342 0.7391 0.7558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7643 0.7539 0.0104 1.4% 0.0032 0.4% 62% False False 36
10 0.7643 0.7539 0.0104 1.4% 0.0027 0.4% 62% False False 25
20 0.7675 0.7539 0.0136 1.8% 0.0023 0.3% 47% False False 19
40 0.7857 0.7539 0.0318 4.2% 0.0020 0.3% 20% False False 17
60 0.7857 0.7539 0.0318 4.2% 0.0019 0.2% 20% False False 14
80 0.7857 0.7539 0.0318 4.2% 0.0017 0.2% 20% False False 12
100 0.7857 0.7539 0.0318 4.2% 0.0016 0.2% 20% False False 11
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7734
2.618 0.7687
1.618 0.7658
1.000 0.7640
0.618 0.7629
HIGH 0.7611
0.618 0.7600
0.500 0.7597
0.382 0.7593
LOW 0.7582
0.618 0.7564
1.000 0.7553
1.618 0.7535
2.618 0.7506
4.250 0.7459
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 0.7601 0.7596
PP 0.7599 0.7588
S1 0.7597 0.7580

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

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