CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 0.7599 0.7605 0.0007 0.1% 0.7618
High 0.7611 0.7605 -0.0006 -0.1% 0.7621
Low 0.7582 0.7578 -0.0005 -0.1% 0.7539
Close 0.7604 0.7582 -0.0022 -0.3% 0.7604
Range 0.0029 0.0028 -0.0002 -5.2% 0.0082
ATR 0.0032 0.0031 0.0000 -1.0% 0.0000
Volume 87 2 -85 -97.7% 180
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7671 0.7654 0.7597
R3 0.7643 0.7626 0.7590
R2 0.7616 0.7616 0.7587
R1 0.7599 0.7599 0.7585 0.7594
PP 0.7588 0.7588 0.7588 0.7586
S1 0.7571 0.7571 0.7579 0.7566
S2 0.7561 0.7561 0.7577
S3 0.7533 0.7544 0.7574
S4 0.7506 0.7516 0.7567
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7834 0.7801 0.7649
R3 0.7752 0.7719 0.7626
R2 0.7670 0.7670 0.7619
R1 0.7637 0.7637 0.7611 0.7612
PP 0.7588 0.7588 0.7588 0.7576
S1 0.7555 0.7555 0.7596 0.7530
S2 0.7506 0.7506 0.7588
S3 0.7424 0.7473 0.7581
S4 0.7342 0.7391 0.7558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7621 0.7539 0.0082 1.1% 0.0034 0.5% 52% False False 36
10 0.7643 0.7539 0.0104 1.4% 0.0028 0.4% 41% False False 23
20 0.7675 0.7539 0.0136 1.8% 0.0023 0.3% 32% False False 16
40 0.7857 0.7539 0.0318 4.2% 0.0020 0.3% 14% False False 16
60 0.7857 0.7539 0.0318 4.2% 0.0019 0.2% 14% False False 13
80 0.7857 0.7539 0.0318 4.2% 0.0017 0.2% 14% False False 12
100 0.7857 0.7539 0.0318 4.2% 0.0017 0.2% 14% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7722
2.618 0.7677
1.618 0.7649
1.000 0.7633
0.618 0.7622
HIGH 0.7605
0.618 0.7594
0.500 0.7591
0.382 0.7588
LOW 0.7578
0.618 0.7561
1.000 0.7550
1.618 0.7533
2.618 0.7506
4.250 0.7461
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 0.7591 0.7582
PP 0.7588 0.7582
S1 0.7585 0.7582

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

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