CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 0.7497 0.7533 0.0036 0.5% 0.7595
High 0.7566 0.7551 -0.0015 -0.2% 0.7617
Low 0.7495 0.7485 -0.0011 -0.1% 0.7474
Close 0.7559 0.7486 -0.0073 -1.0% 0.7559
Range 0.0071 0.0066 -0.0005 -6.4% 0.0143
ATR 0.0038 0.0040 0.0003 6.9% 0.0000
Volume 129 338 209 162.0% 461
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7705 0.7662 0.7522
R3 0.7639 0.7596 0.7504
R2 0.7573 0.7573 0.7498
R1 0.7530 0.7530 0.7492 0.7518
PP 0.7507 0.7507 0.7507 0.7501
S1 0.7464 0.7464 0.7480 0.7452
S2 0.7441 0.7441 0.7474
S3 0.7375 0.7398 0.7468
S4 0.7309 0.7332 0.7450
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 0.7605 0.7474 0.0131 1.7% 0.0051 0.7% 9% False False 155
10 0.7617 0.7474 0.0143 1.9% 0.0037 0.5% 8% False False 95
20 0.7643 0.7474 0.0169 2.3% 0.0032 0.4% 7% False False 59
40 0.7765 0.7474 0.0291 3.9% 0.0025 0.3% 4% False False 38
60 0.7857 0.7474 0.0383 5.1% 0.0021 0.3% 3% False False 28
80 0.7857 0.7474 0.0383 5.1% 0.0021 0.3% 3% False False 23
100 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 3% False False 19
120 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 3% False False 17
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7831
2.618 0.7723
1.618 0.7657
1.000 0.7617
0.618 0.7591
HIGH 0.7551
0.618 0.7525
0.500 0.7518
0.382 0.7510
LOW 0.7485
0.618 0.7444
1.000 0.7419
1.618 0.7378
2.618 0.7312
4.250 0.7204
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 0.7518 0.7520
PP 0.7507 0.7509
S1 0.7497 0.7497

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

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