CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 07-Dec-2018
Day Change Summary
Previous Current
06-Dec-2018 07-Dec-2018 Change Change % Previous Week
Open 0.7500 0.7497 -0.0003 0.0% 0.7595
High 0.7503 0.7566 0.0063 0.8% 0.7617
Low 0.7474 0.7495 0.0021 0.3% 0.7474
Close 0.7497 0.7559 0.0062 0.8% 0.7559
Range 0.0029 0.0071 0.0042 147.4% 0.0143
ATR 0.0035 0.0038 0.0003 7.1% 0.0000
Volume 142 129 -13 -9.2% 461
Daily Pivots for day following 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7751 0.7726 0.7598
R3 0.7681 0.7655 0.7578
R2 0.7610 0.7610 0.7572
R1 0.7585 0.7585 0.7565 0.7598
PP 0.7540 0.7540 0.7540 0.7546
S1 0.7514 0.7514 0.7553 0.7527
S2 0.7469 0.7469 0.7546
S3 0.7399 0.7444 0.7540
S4 0.7328 0.7373 0.7520
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7979 0.7912 0.7638
R3 0.7836 0.7769 0.7598
R2 0.7693 0.7693 0.7585
R1 0.7626 0.7626 0.7572 0.7588
PP 0.7550 0.7550 0.7550 0.7531
S1 0.7483 0.7483 0.7546 0.7445
S2 0.7407 0.7407 0.7533
S3 0.7264 0.7340 0.7520
S4 0.7121 0.7197 0.7480
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% 0.0042 0.6% 59% False False 92
10 0.7617 0.7474 0.0143 1.9% 0.0033 0.4% 59% False False 61
20 0.7643 0.7474 0.0169 2.2% 0.0030 0.4% 50% False False 43
40 0.7765 0.7474 0.0291 3.8% 0.0024 0.3% 29% False False 29
60 0.7857 0.7474 0.0383 5.1% 0.0020 0.3% 22% False False 22
80 0.7857 0.7474 0.0383 5.1% 0.0020 0.3% 22% False False 19
100 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 22% False False 16
120 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 22% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7865
2.618 0.7750
1.618 0.7680
1.000 0.7636
0.618 0.7609
HIGH 0.7566
0.618 0.7539
0.500 0.7530
0.382 0.7522
LOW 0.7495
0.618 0.7451
1.000 0.7425
1.618 0.7381
2.618 0.7310
4.250 0.7195
Fisher Pivots for day following 07-Dec-2018
Pivot 1 day 3 day
R1 0.7549 0.7546
PP 0.7540 0.7533
S1 0.7530 0.7520

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

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