CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 24-Dec-2018
Day Change Summary
Previous Current
21-Dec-2018 24-Dec-2018 Change Change % Previous Week
Open 0.7432 0.7382 -0.0051 -0.7% 0.7499
High 0.7436 0.7394 -0.0042 -0.6% 0.7503
Low 0.7382 0.7375 -0.0007 -0.1% 0.7382
Close 0.7387 0.7380 -0.0007 -0.1% 0.7387
Range 0.0054 0.0019 -0.0035 -64.8% 0.0121
ATR 0.0037 0.0036 -0.0001 -3.5% 0.0000
Volume 159 80 -79 -49.7% 657
Daily Pivots for day following 24-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7440 0.7429 0.7390
R3 0.7421 0.7410 0.7385
R2 0.7402 0.7402 0.7383
R1 0.7391 0.7391 0.7382 0.7387
PP 0.7383 0.7383 0.7383 0.7381
S1 0.7372 0.7372 0.7378 0.7368
S2 0.7364 0.7364 0.7377
S3 0.7345 0.7353 0.7375
S4 0.7326 0.7334 0.7370
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 0.7486 0.7375 0.0111 1.5% 0.0038 0.5% 5% False True 131
10 0.7532 0.7375 0.0157 2.1% 0.0029 0.4% 3% False True 150
20 0.7617 0.7375 0.0242 3.3% 0.0033 0.4% 2% False True 122
40 0.7675 0.7375 0.0300 4.1% 0.0028 0.4% 2% False True 69
60 0.7857 0.7375 0.0482 6.5% 0.0024 0.3% 1% False True 52
80 0.7857 0.7375 0.0482 6.5% 0.0022 0.3% 1% False True 41
100 0.7857 0.7375 0.0482 6.5% 0.0020 0.3% 1% False True 34
120 0.7857 0.7375 0.0482 6.5% 0.0019 0.3% 1% False True 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7444
1.618 0.7425
1.000 0.7413
0.618 0.7406
HIGH 0.7394
0.618 0.7387
0.500 0.7385
0.382 0.7382
LOW 0.7375
0.618 0.7363
1.000 0.7356
1.618 0.7344
2.618 0.7325
4.250 0.7294
Fisher Pivots for day following 24-Dec-2018
Pivot 1 day 3 day
R1 0.7385 0.7419
PP 0.7383 0.7406
S1 0.7382 0.7393

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

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