CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 0.7382 0.7370 -0.0013 -0.2% 0.7382
High 0.7382 0.7381 -0.0002 0.0% 0.7394
Low 0.7348 0.7349 0.0001 0.0% 0.7348
Close 0.7358 0.7358 -0.0001 0.0% 0.7358
Range 0.0034 0.0031 -0.0003 -7.4% 0.0046
ATR 0.0035 0.0035 0.0000 -0.8% 0.0000
Volume 100 42 -58 -58.0% 327
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7457 0.7439 0.7375
R3 0.7425 0.7407 0.7366
R2 0.7394 0.7394 0.7363
R1 0.7376 0.7376 0.7360 0.7369
PP 0.7362 0.7362 0.7362 0.7359
S1 0.7344 0.7344 0.7355 0.7338
S2 0.7331 0.7331 0.7352
S3 0.7299 0.7313 0.7349
S4 0.7268 0.7281 0.7340
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7505 0.7477 0.7383
R3 0.7459 0.7431 0.7370
R2 0.7413 0.7413 0.7366
R1 0.7385 0.7385 0.7362 0.7376
PP 0.7367 0.7367 0.7367 0.7362
S1 0.7339 0.7339 0.7353 0.7330
S2 0.7320 0.7320 0.7349
S3 0.7274 0.7293 0.7345
S4 0.7228 0.7247 0.7332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7436 0.7348 0.0088 1.2% 0.0031 0.4% 11% False False 97
10 0.7507 0.7348 0.0159 2.2% 0.0030 0.4% 6% False False 111
20 0.7617 0.7348 0.0269 3.7% 0.0033 0.4% 4% False False 128
40 0.7675 0.7348 0.0327 4.4% 0.0028 0.4% 3% False False 75
60 0.7775 0.7348 0.0427 5.8% 0.0025 0.3% 2% False False 55
80 0.7857 0.7348 0.0509 6.9% 0.0023 0.3% 2% False False 43
100 0.7857 0.7348 0.0509 6.9% 0.0021 0.3% 2% False False 36
120 0.7857 0.7348 0.0509 6.9% 0.0020 0.3% 2% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7463
1.618 0.7431
1.000 0.7412
0.618 0.7400
HIGH 0.7381
0.618 0.7368
0.500 0.7365
0.382 0.7361
LOW 0.7349
0.618 0.7330
1.000 0.7318
1.618 0.7298
2.618 0.7267
4.250 0.7215
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 0.7365 0.7370
PP 0.7362 0.7366
S1 0.7360 0.7362

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

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