CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	0.7494	0.7499	0.0006	0.1%	0.7595
High	0.7504	0.7532	0.0028	0.4%	0.7617
Low	0.7485	0.7499	0.0015	0.2%	0.7474
Close	0.7496	0.7519	0.0024	0.3%	0.7559
Range	0.0020	0.0033	0.0014	69.2%	0.0143
ATR	0.0039	0.0039	0.0000	-0.4%	0.0000
Volume	276	284	8	2.9%	461

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7616	0.7600	0.7537
R3	0.7583	0.7567	0.7528
R2	0.7550	0.7550	0.7525
R1	0.7534	0.7534	0.7522	0.7542
PP	0.7517	0.7517	0.7517	0.7521
S1	0.7501	0.7501	0.7516	0.7509
S2	0.7484	0.7484	0.7513
S3	0.7451	0.7468	0.7510
S4	0.7418	0.7435	0.7501

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%	0.0044	0.6%	49%	False	False	233
10	0.7617	0.7474	0.0143	1.9%	0.0034	0.5%	31%	False	False	138
20	0.7643	0.7474	0.0169	2.2%	0.0033	0.4%	27%	False	False	86
40	0.7726	0.7474	0.0252	3.3%	0.0025	0.3%	18%	False	False	51
60	0.7857	0.7474	0.0383	5.1%	0.0022	0.3%	12%	False	False	37
80	0.7857	0.7474	0.0383	5.1%	0.0021	0.3%	12%	False	False	30
100	0.7857	0.7474	0.0383	5.1%	0.0019	0.3%	12%	False	False	25
120	0.7857	0.7474	0.0383	5.1%	0.0018	0.2%	12%	False	False	22

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	0.7672
2.618	0.7618
1.618	0.7585
1.000	0.7565
0.618	0.7552
HIGH	0.7532
0.618	0.7519
0.500	0.7516
0.382	0.7512
LOW	0.7499
0.618	0.7479
1.000	0.7466
1.618	0.7446
2.618	0.7413
4.250	0.7359

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	0.7518	0.7519
PP	0.7517	0.7518
S1	0.7516	0.7518

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols