CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 0.7574 0.7592 0.0019 0.2% 0.7664
High 0.7580 0.7592 0.0012 0.2% 0.7674
Low 0.7573 0.7575 0.0002 0.0% 0.7592
Close 0.7574 0.7591 0.0017 0.2% 0.7599
Range 0.0007 0.0018 0.0011 169.2% 0.0082
ATR 0.0029 0.0028 -0.0001 -2.5% 0.0000
Volume 12 14 2 16.7% 45
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7638 0.7632 0.7600
R3 0.7621 0.7614 0.7595
R2 0.7603 0.7603 0.7594
R1 0.7597 0.7597 0.7592 0.7591
PP 0.7586 0.7586 0.7586 0.7583
S1 0.7579 0.7579 0.7589 0.7574
S2 0.7568 0.7568 0.7587
S3 0.7551 0.7562 0.7586
S4 0.7533 0.7544 0.7581
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 0.7662 0.7573 0.0089 1.2% 0.0023 0.3% 20% False False 14
10 0.7675 0.7573 0.0102 1.3% 0.0017 0.2% 17% False False 11
20 0.7726 0.7573 0.0153 2.0% 0.0018 0.2% 11% False False 17
40 0.7857 0.7573 0.0284 3.7% 0.0017 0.2% 6% False False 13
60 0.7857 0.7573 0.0284 3.7% 0.0017 0.2% 6% False False 12
80 0.7857 0.7573 0.0284 3.7% 0.0015 0.2% 6% False False 10
100 0.7857 0.7542 0.0316 4.2% 0.0016 0.2% 16% False False 9
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 0.7666
2.618 0.7638
1.618 0.7620
1.000 0.7610
0.618 0.7603
HIGH 0.7592
0.618 0.7585
0.500 0.7583
0.382 0.7581
LOW 0.7575
0.618 0.7564
1.000 0.7557
1.618 0.7546
2.618 0.7529
4.250 0.7500
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 0.7588 0.7593
PP 0.7586 0.7592
S1 0.7583 0.7591

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

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