CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 0.7621 0.7553 -0.0068 -0.9% 0.7614
High 0.7621 0.7575 -0.0046 -0.6% 0.7643
Low 0.7539 0.7553 0.0014 0.2% 0.7573
Close 0.7539 0.7575 0.0035 0.5% 0.7626
Range 0.0082 0.0022 -0.0060 -73.2% 0.0070
ATR 0.0031 0.0031 0.0000 1.1% 0.0000
Volume 48 29 -19 -39.6% 56
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7634 0.7626 0.7587
R3 0.7612 0.7604 0.7581
R2 0.7590 0.7590 0.7579
R1 0.7582 0.7582 0.7577 0.7586
PP 0.7568 0.7568 0.7568 0.7569
S1 0.7560 0.7560 0.7572 0.7564
S2 0.7545 0.7545 0.7570
S3 0.7523 0.7538 0.7568
S4 0.7501 0.7516 0.7562
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% 0.0034 0.4% 34% False False 21
10 0.7662 0.7539 0.0123 1.6% 0.0029 0.4% 29% False False 17
20 0.7697 0.7539 0.0158 2.1% 0.0023 0.3% 22% False False 15
40 0.7857 0.7539 0.0318 4.2% 0.0019 0.3% 11% False False 15
60 0.7857 0.7539 0.0318 4.2% 0.0019 0.2% 11% False False 13
80 0.7857 0.7539 0.0318 4.2% 0.0017 0.2% 11% False False 11
100 0.7857 0.7539 0.0318 4.2% 0.0016 0.2% 11% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7633
1.618 0.7611
1.000 0.7597
0.618 0.7589
HIGH 0.7575
0.618 0.7567
0.500 0.7564
0.382 0.7561
LOW 0.7553
0.618 0.7539
1.000 0.7531
1.618 0.7517
2.618 0.7495
4.250 0.7459
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 0.7571 0.7580
PP 0.7568 0.7578
S1 0.7564 0.7576

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

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