CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 0.7562 0.7500 -0.0062 -0.8% 0.7605
High 0.7562 0.7503 -0.0060 -0.8% 0.7605
Low 0.7500 0.7474 -0.0026 -0.3% 0.7515
Close 0.7502 0.7497 -0.0005 -0.1% 0.7553
Range 0.0062 0.0029 -0.0034 -54.0% 0.0090
ATR 0.0036 0.0035 -0.0001 -1.5% 0.0000
Volume 139 142 3 2.2% 157
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7577 0.7565 0.7513
R3 0.7548 0.7537 0.7505
R2 0.7520 0.7520 0.7502
R1 0.7508 0.7508 0.7500 0.7500
PP 0.7491 0.7491 0.7491 0.7487
S1 0.7480 0.7480 0.7494 0.7471
S2 0.7463 0.7463 0.7492
S3 0.7434 0.7451 0.7489
S4 0.7406 0.7423 0.7481
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 0.7617 0.7474 0.0143 1.9% 0.0030 0.4% 16% False True 70
10 0.7617 0.7474 0.0143 1.9% 0.0029 0.4% 16% False True 57
20 0.7662 0.7474 0.0188 2.5% 0.0029 0.4% 12% False True 37
40 0.7765 0.7474 0.0291 3.9% 0.0022 0.3% 8% False True 26
60 0.7857 0.7474 0.0383 5.1% 0.0019 0.3% 6% False True 20
80 0.7857 0.7474 0.0383 5.1% 0.0019 0.3% 6% False True 17
100 0.7857 0.7474 0.0383 5.1% 0.0017 0.2% 6% False True 15
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7577
1.618 0.7549
1.000 0.7531
0.618 0.7520
HIGH 0.7503
0.618 0.7492
0.500 0.7488
0.382 0.7485
LOW 0.7474
0.618 0.7456
1.000 0.7446
1.618 0.7428
2.618 0.7399
4.250 0.7353
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 0.7494 0.7540
PP 0.7491 0.7525
S1 0.7488 0.7511

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

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