CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 0.7439 0.7432 -0.0006 -0.1% 0.7499
High 0.7463 0.7436 -0.0027 -0.4% 0.7503
Low 0.7425 0.7382 -0.0043 -0.6% 0.7382
Close 0.7441 0.7387 -0.0054 -0.7% 0.7387
Range 0.0038 0.0054 0.0016 42.1% 0.0121
ATR 0.0036 0.0037 0.0002 4.6% 0.0000
Volume 188 159 -29 -15.4% 657
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7564 0.7529 0.7417
R3 0.7510 0.7475 0.7402
R2 0.7456 0.7456 0.7397
R1 0.7421 0.7421 0.7392 0.7412
PP 0.7402 0.7402 0.7402 0.7397
S1 0.7367 0.7367 0.7382 0.7358
S2 0.7348 0.7348 0.7377
S3 0.7294 0.7313 0.7372
S4 0.7240 0.7259 0.7357
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7787 0.7708 0.7454
R3 0.7666 0.7587 0.7420
R2 0.7545 0.7545 0.7409
R1 0.7466 0.7466 0.7398 0.7445
PP 0.7424 0.7424 0.7424 0.7414
S1 0.7345 0.7345 0.7376 0.7324
S2 0.7303 0.7303 0.7365
S3 0.7182 0.7224 0.7354
S4 0.7061 0.7103 0.7320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7503 0.7382 0.0121 1.6% 0.0038 0.5% 4% False True 131
10 0.7551 0.7382 0.0168 2.3% 0.0033 0.5% 3% False True 176
20 0.7617 0.7382 0.0235 3.2% 0.0033 0.4% 2% False True 118
40 0.7675 0.7382 0.0293 4.0% 0.0028 0.4% 2% False True 69
60 0.7857 0.7382 0.0475 6.4% 0.0024 0.3% 1% False True 51
80 0.7857 0.7382 0.0475 6.4% 0.0022 0.3% 1% False True 40
100 0.7857 0.7382 0.0475 6.4% 0.0020 0.3% 1% False True 33
120 0.7857 0.7382 0.0475 6.4% 0.0019 0.3% 1% False True 29
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 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7577
1.618 0.7523
1.000 0.7490
0.618 0.7469
HIGH 0.7436
0.618 0.7415
0.500 0.7409
0.382 0.7403
LOW 0.7382
0.618 0.7349
1.000 0.7328
1.618 0.7295
2.618 0.7241
4.250 0.7153
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 0.7409 0.7428
PP 0.7402 0.7415
S1 0.7394 0.7401

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

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