CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 11-Dec-2018
Day Change Summary
Previous Current
10-Dec-2018 11-Dec-2018 Change Change % Previous Week
Open 0.7533 0.7494 -0.0039 -0.5% 0.7595
High 0.7551 0.7504 -0.0046 -0.6% 0.7617
Low 0.7485 0.7485 0.0000 0.0% 0.7474
Close 0.7486 0.7496 0.0010 0.1% 0.7559
Range 0.0066 0.0020 -0.0046 -70.5% 0.0143
ATR 0.0040 0.0039 -0.0001 -3.7% 0.0000
Volume 338 276 -62 -18.3% 461
Daily Pivots for day following 11-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7553 0.7544 0.7506
R3 0.7534 0.7524 0.7501
R2 0.7514 0.7514 0.7499
R1 0.7505 0.7505 0.7497 0.7510
PP 0.7495 0.7495 0.7495 0.7497
S1 0.7485 0.7485 0.7494 0.7490
S2 0.7475 0.7475 0.7492
S3 0.7456 0.7466 0.7490
S4 0.7436 0.7446 0.7485
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 0.7566 0.7474 0.0092 1.2% 0.0049 0.7% 23% False False 204
10 0.7617 0.7474 0.0143 1.9% 0.0036 0.5% 15% False False 122
20 0.7643 0.7474 0.0169 2.3% 0.0032 0.4% 13% False False 72
40 0.7765 0.7474 0.0291 3.9% 0.0024 0.3% 7% False False 44
60 0.7857 0.7474 0.0383 5.1% 0.0021 0.3% 6% False False 32
80 0.7857 0.7474 0.0383 5.1% 0.0021 0.3% 6% False False 26
100 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 6% False False 22
120 0.7857 0.7474 0.0383 5.1% 0.0018 0.2% 6% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7587
2.618 0.7555
1.618 0.7536
1.000 0.7524
0.618 0.7516
HIGH 0.7504
0.618 0.7497
0.500 0.7494
0.382 0.7492
LOW 0.7485
0.618 0.7472
1.000 0.7465
1.618 0.7453
2.618 0.7433
4.250 0.7402
Fisher Pivots for day following 11-Dec-2018
Pivot 1 day 3 day
R1 0.7495 0.7525
PP 0.7495 0.7515
S1 0.7494 0.7505

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

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