CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 13-Nov-2018
Day Change Summary
Previous Current
12-Nov-2018 13-Nov-2018 Change Change % Previous Week
Open 0.7614 0.7574 -0.0040 -0.5% 0.7664
High 0.7614 0.7580 -0.0034 -0.4% 0.7674
Low 0.7587 0.7573 -0.0014 -0.2% 0.7592
Close 0.7587 0.7574 -0.0014 -0.2% 0.7599
Range 0.0026 0.0007 -0.0020 -75.5% 0.0082
ATR 0.0030 0.0029 -0.0001 -3.8% 0.0000
Volume 18 12 -6 -33.3% 45
Daily Pivots for day following 13-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7595 0.7591 0.7577
R3 0.7588 0.7584 0.7575
R2 0.7582 0.7582 0.7575
R1 0.7578 0.7578 0.7574 0.7577
PP 0.7575 0.7575 0.7575 0.7575
S1 0.7571 0.7571 0.7573 0.7570
S2 0.7569 0.7569 0.7572
S3 0.7562 0.7565 0.7572
S4 0.7556 0.7558 0.7570
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7866 0.7814 0.7643
R3 0.7784 0.7732 0.7621
R2 0.7703 0.7703 0.7613
R1 0.7651 0.7651 0.7606 0.7636
PP 0.7621 0.7621 0.7621 0.7614
S1 0.7569 0.7569 0.7591 0.7555
S2 0.7540 0.7540 0.7584
S3 0.7458 0.7488 0.7576
S4 0.7377 0.7406 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7674 0.7573 0.0101 1.3% 0.0023 0.3% 0% False True 13
10 0.7675 0.7573 0.0102 1.3% 0.0018 0.2% 0% False True 10
20 0.7726 0.7573 0.0153 2.0% 0.0017 0.2% 0% False True 17
40 0.7857 0.7573 0.0284 3.7% 0.0016 0.2% 0% False True 12
60 0.7857 0.7573 0.0284 3.7% 0.0017 0.2% 0% False True 11
80 0.7857 0.7573 0.0284 3.7% 0.0015 0.2% 0% False True 9
100 0.7857 0.7542 0.0316 4.2% 0.0015 0.2% 10% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7597
1.618 0.7590
1.000 0.7586
0.618 0.7584
HIGH 0.7580
0.618 0.7577
0.500 0.7576
0.382 0.7575
LOW 0.7573
0.618 0.7569
1.000 0.7566
1.618 0.7562
2.618 0.7556
4.250 0.7545
Fisher Pivots for day following 13-Nov-2018
Pivot 1 day 3 day
R1 0.7576 0.7593
PP 0.7575 0.7587
S1 0.7574 0.7580

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

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