CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 0.7546 0.7564 0.0018 0.2% 0.7618
High 0.7565 0.7564 -0.0001 0.0% 0.7621
Low 0.7515 0.7559 0.0044 0.6% 0.7539
Close 0.7564 0.7562 -0.0002 0.0% 0.7604
Range 0.0050 0.0005 -0.0045 -90.0% 0.0082
ATR 0.0034 0.0032 -0.0002 -6.1% 0.0000
Volume 121 7 -114 -94.2% 180
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7576 0.7574 0.7564
R3 0.7571 0.7569 0.7563
R2 0.7566 0.7566 0.7562
R1 0.7564 0.7564 0.7562 0.7563
PP 0.7562 0.7562 0.7562 0.7561
S1 0.7559 0.7559 0.7561 0.7558
S2 0.7557 0.7557 0.7561
S3 0.7552 0.7554 0.7560
S4 0.7547 0.7549 0.7559
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 0.7611 0.7515 0.0096 1.3% 0.0028 0.4% 48% False False 44
10 0.7643 0.7515 0.0128 1.7% 0.0031 0.4% 36% False False 32
20 0.7675 0.7515 0.0160 2.1% 0.0024 0.3% 29% False False 22
40 0.7775 0.7515 0.0260 3.4% 0.0021 0.3% 18% False False 18
60 0.7857 0.7515 0.0342 4.5% 0.0019 0.3% 14% False False 15
80 0.7857 0.7515 0.0342 4.5% 0.0018 0.2% 14% False False 13
100 0.7857 0.7515 0.0342 4.5% 0.0017 0.2% 14% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7577
1.618 0.7572
1.000 0.7569
0.618 0.7567
HIGH 0.7564
0.618 0.7562
0.500 0.7562
0.382 0.7561
LOW 0.7559
0.618 0.7556
1.000 0.7554
1.618 0.7551
2.618 0.7546
4.250 0.7538
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 0.7562 0.7554
PP 0.7562 0.7547
S1 0.7562 0.7540

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

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