CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 0.7592 0.7587 -0.0005 -0.1% 0.7664
High 0.7592 0.7625 0.0033 0.4% 0.7674
Low 0.7575 0.7587 0.0012 0.2% 0.7592
Close 0.7591 0.7624 0.0034 0.4% 0.7599
Range 0.0018 0.0038 0.0020 117.1% 0.0082
ATR 0.0028 0.0029 0.0001 2.6% 0.0000
Volume 14 8 -6 -42.9% 45
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7726 0.7713 0.7645
R3 0.7688 0.7675 0.7634
R2 0.7650 0.7650 0.7631
R1 0.7637 0.7637 0.7627 0.7643
PP 0.7612 0.7612 0.7612 0.7615
S1 0.7599 0.7599 0.7621 0.7605
S2 0.7574 0.7574 0.7617
S3 0.7536 0.7561 0.7614
S4 0.7498 0.7523 0.7603
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 0.7625 0.7573 0.0052 0.7% 0.0021 0.3% 99% True False 15
10 0.7674 0.7573 0.0101 1.3% 0.0020 0.3% 51% False False 10
20 0.7726 0.7573 0.0153 2.0% 0.0019 0.2% 33% False False 18
40 0.7857 0.7573 0.0284 3.7% 0.0017 0.2% 18% False False 13
60 0.7857 0.7573 0.0284 3.7% 0.0018 0.2% 18% False False 12
80 0.7857 0.7573 0.0284 3.7% 0.0016 0.2% 18% False False 10
100 0.7857 0.7542 0.0316 4.1% 0.0016 0.2% 26% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7724
1.618 0.7686
1.000 0.7662
0.618 0.7648
HIGH 0.7625
0.618 0.7610
0.500 0.7606
0.382 0.7601
LOW 0.7587
0.618 0.7563
1.000 0.7549
1.618 0.7525
2.618 0.7487
4.250 0.7425
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 0.7618 0.7616
PP 0.7612 0.7607
S1 0.7606 0.7599

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

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