CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.7618 0.7621 0.0003 0.0% 0.7614
High 0.7620 0.7621 0.0001 0.0% 0.7643
Low 0.7609 0.7539 -0.0070 -0.9% 0.7573
Close 0.7616 0.7539 -0.0076 -1.0% 0.7626
Range 0.0011 0.0082 0.0071 680.9% 0.0070
ATR 0.0027 0.0031 0.0004 14.5% 0.0000
Volume 16 48 32 200.0% 56
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7812 0.7758 0.7584
R3 0.7730 0.7676 0.7562
R2 0.7648 0.7648 0.7554
R1 0.7594 0.7594 0.7547 0.7580
PP 0.7566 0.7566 0.7566 0.7560
S1 0.7512 0.7512 0.7531 0.7498
S2 0.7484 0.7484 0.7524
S3 0.7402 0.7430 0.7516
S4 0.7320 0.7348 0.7494
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 0.7539 0.0104 1.4% 0.0033 0.4% 0% False True 18
10 0.7674 0.7539 0.0134 1.8% 0.0028 0.4% 0% False True 15
20 0.7726 0.7539 0.0186 2.5% 0.0023 0.3% 0% False True 16
40 0.7857 0.7539 0.0318 4.2% 0.0020 0.3% 0% False True 14
60 0.7857 0.7539 0.0318 4.2% 0.0019 0.2% 0% False True 12
80 0.7857 0.7539 0.0318 4.2% 0.0017 0.2% 0% False True 10
100 0.7857 0.7539 0.0318 4.2% 0.0016 0.2% 0% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 0.7969
2.618 0.7836
1.618 0.7754
1.000 0.7703
0.618 0.7672
HIGH 0.7621
0.618 0.7590
0.500 0.7580
0.382 0.7570
LOW 0.7539
0.618 0.7488
1.000 0.7457
1.618 0.7406
2.618 0.7324
4.250 0.7191
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.7580 0.7591
PP 0.7566 0.7574
S1 0.7553 0.7556

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

View Archives - Comment on this page... - Back to Index of Symbols