CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 0.7564 0.7548 -0.0016 -0.2% 0.7605
High 0.7564 0.7553 -0.0011 -0.1% 0.7605
Low 0.7559 0.7546 -0.0014 -0.2% 0.7515
Close 0.7562 0.7553 -0.0009 -0.1% 0.7553
Range 0.0005 0.0008 0.0003 50.0% 0.0090
ATR 0.0032 0.0031 -0.0001 -3.5% 0.0000
Volume 7 20 13 185.7% 157
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7573 0.7571 0.7557
R3 0.7566 0.7563 0.7555
R2 0.7558 0.7558 0.7554
R1 0.7556 0.7556 0.7554 0.7557
PP 0.7551 0.7551 0.7551 0.7551
S1 0.7548 0.7548 0.7552 0.7549
S2 0.7543 0.7543 0.7552
S3 0.7536 0.7541 0.7551
S4 0.7528 0.7533 0.7549
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7828 0.7780 0.7603
R3 0.7738 0.7690 0.7578
R2 0.7648 0.7648 0.7570
R1 0.7600 0.7600 0.7561 0.7579
PP 0.7558 0.7558 0.7558 0.7547
S1 0.7510 0.7510 0.7545 0.7489
S2 0.7468 0.7468 0.7537
S3 0.7378 0.7420 0.7528
S4 0.7288 0.7330 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7605 0.7515 0.0090 1.2% 0.0023 0.3% 42% False False 31
10 0.7643 0.7515 0.0128 1.7% 0.0028 0.4% 30% False False 34
20 0.7674 0.7515 0.0159 2.1% 0.0024 0.3% 24% False False 22
40 0.7772 0.7515 0.0257 3.4% 0.0021 0.3% 15% False False 18
60 0.7857 0.7515 0.0342 4.5% 0.0019 0.2% 11% False False 15
80 0.7857 0.7515 0.0342 4.5% 0.0018 0.2% 11% False False 13
100 0.7857 0.7515 0.0342 4.5% 0.0016 0.2% 11% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7573
1.618 0.7565
1.000 0.7561
0.618 0.7558
HIGH 0.7553
0.618 0.7550
0.500 0.7549
0.382 0.7548
LOW 0.7546
0.618 0.7541
1.000 0.7538
1.618 0.7533
2.618 0.7526
4.250 0.7514
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 0.7552 0.7549
PP 0.7551 0.7544
S1 0.7549 0.7540

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

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