CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
31-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 0.7372 0.7353 -0.0019 -0.3% 0.7382
High 0.7372 0.7390 0.0018 0.2% 0.7394
Low 0.7347 0.7350 0.0003 0.0% 0.7348
Close 0.7365 0.7386 0.0021 0.3% 0.7358
Range 0.0025 0.0040 0.0015 60.0% 0.0046
ATR 0.0034 0.0035 0.0000 1.2% 0.0000
Volume 65 51 -14 -21.5% 327
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7495 0.7481 0.7408
R3 0.7455 0.7441 0.7397
R2 0.7415 0.7415 0.7393
R1 0.7401 0.7401 0.7390 0.7408
PP 0.7375 0.7375 0.7375 0.7379
S1 0.7361 0.7361 0.7382 0.7368
S2 0.7335 0.7335 0.7379
S3 0.7295 0.7321 0.7375
S4 0.7255 0.7281 0.7364
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 0.7391 0.7347 0.0044 0.6% 0.0029 0.4% 89% False False 72
10 0.7486 0.7347 0.0139 1.9% 0.0034 0.5% 28% False False 102
20 0.7605 0.7347 0.0258 3.5% 0.0034 0.5% 15% False False 132
40 0.7674 0.7347 0.0327 4.4% 0.0030 0.4% 12% False False 77
60 0.7765 0.7347 0.0418 5.7% 0.0026 0.3% 9% False False 56
80 0.7857 0.7347 0.0510 6.9% 0.0022 0.3% 8% False False 44
100 0.7857 0.7347 0.0510 6.9% 0.0021 0.3% 8% False False 37
120 0.7857 0.7347 0.0510 6.9% 0.0019 0.3% 8% False False 31
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7560
2.618 0.7495
1.618 0.7455
1.000 0.7430
0.618 0.7415
HIGH 0.7390
0.618 0.7375
0.500 0.7370
0.382 0.7365
LOW 0.7350
0.618 0.7325
1.000 0.7310
1.618 0.7285
2.618 0.7245
4.250 0.7180
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 0.7381 0.7380
PP 0.7375 0.7374
S1 0.7370 0.7369

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

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