CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 0.7499 0.7486 -0.0013 -0.2% 0.7533
High 0.7503 0.7486 -0.0017 -0.2% 0.7551
Low 0.7484 0.7440 -0.0044 -0.6% 0.7485
Close 0.7487 0.7440 -0.0047 -0.6% 0.7506
Range 0.0020 0.0046 0.0027 138.5% 0.0066
ATR 0.0035 0.0036 0.0001 2.6% 0.0000
Volume 78 76 -2 -2.6% 1,104
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7594 0.7563 0.7465
R3 0.7548 0.7517 0.7452
R2 0.7501 0.7501 0.7448
R1 0.7471 0.7471 0.7444 0.7463
PP 0.7455 0.7455 0.7455 0.7451
S1 0.7424 0.7424 0.7435 0.7416
S2 0.7409 0.7409 0.7431
S3 0.7362 0.7378 0.7427
S4 0.7316 0.7331 0.7414
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7712 0.7675 0.7542
R3 0.7646 0.7609 0.7524
R2 0.7580 0.7580 0.7518
R1 0.7543 0.7543 0.7512 0.7528
PP 0.7514 0.7514 0.7514 0.7506
S1 0.7477 0.7477 0.7500 0.7462
S2 0.7448 0.7448 0.7494
S3 0.7382 0.7411 0.7488
S4 0.7316 0.7345 0.7470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7532 0.7440 0.0093 1.2% 0.0025 0.3% 0% False True 128
10 0.7566 0.7440 0.0126 1.7% 0.0037 0.5% 0% False True 166
20 0.7621 0.7440 0.0181 2.4% 0.0033 0.4% 0% False True 102
40 0.7726 0.7440 0.0286 3.8% 0.0026 0.4% 0% False True 59
60 0.7857 0.7440 0.0417 5.6% 0.0023 0.3% 0% False True 43
80 0.7857 0.7440 0.0417 5.6% 0.0022 0.3% 0% False True 34
100 0.7857 0.7440 0.0417 5.6% 0.0020 0.3% 0% False True 28
120 0.7857 0.7440 0.0417 5.6% 0.0018 0.2% 0% False True 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7684
2.618 0.7608
1.618 0.7561
1.000 0.7532
0.618 0.7515
HIGH 0.7486
0.618 0.7468
0.500 0.7463
0.382 0.7457
LOW 0.7440
0.618 0.7411
1.000 0.7393
1.618 0.7364
2.618 0.7318
4.250 0.7242
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 0.7463 0.7473
PP 0.7455 0.7462
S1 0.7447 0.7451

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

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