CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 09-Jan-2019

Day Change Summary
	Previous	Current
	08-Jan-2019	09-Jan-2019	Change	Change %	Previous Week
Open	0.7556	0.7575	0.0019	0.3%	0.7372
High	0.7558	0.7611	0.0053	0.7%	0.7500
Low	0.7536	0.7575	0.0039	0.5%	0.7347
Close	0.7555	0.7591	0.0036	0.5%	0.7492
Range	0.0022	0.0036	0.0014	67.4%	0.0153
ATR	0.0041	0.0042	0.0001	2.7%	0.0000
Volume	37	178	141	381.1%	437

Daily Pivots for day following 09-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7681	0.7610
R3	0.7664	0.7645	0.7600
R2	0.7628	0.7628	0.7597
R1	0.7609	0.7609	0.7594	0.7619
PP	0.7592	0.7592	0.7592	0.7597
S1	0.7573	0.7573	0.7587	0.7583
S2	0.7556	0.7556	0.7584
S3	0.7520	0.7537	0.7581
S4	0.7484	0.7501	0.7571

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7852	0.7576
R3	0.7752	0.7699	0.7534
R2	0.7599	0.7599	0.7520
R1	0.7546	0.7546	0.7506	0.7573
PP	0.7446	0.7446	0.7446	0.7460
S1	0.7393	0.7393	0.7478	0.7420
S2	0.7293	0.7293	0.7464
S3	0.7140	0.7240	0.7450
S4	0.6987	0.7087	0.7408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7611	0.7350	0.0261	3.4%	0.0054	0.7%	92%	True	False	115
10	0.7611	0.7347	0.0264	3.5%	0.0041	0.5%	92%	True	False	94
20	0.7611	0.7347	0.0264	3.5%	0.0035	0.5%	92%	True	False	122
40	0.7643	0.7347	0.0296	3.9%	0.0034	0.4%	82%	False	False	90
60	0.7765	0.7347	0.0418	5.5%	0.0028	0.4%	58%	False	False	66
80	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	48%	False	False	51
100	0.7857	0.7347	0.0510	6.7%	0.0023	0.3%	48%	False	False	43
120	0.7857	0.7347	0.0510	6.7%	0.0021	0.3%	48%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7764
2.618	0.7705
1.618	0.7669
1.000	0.7647
0.618	0.7633
HIGH	0.7611
0.618	0.7597
0.500	0.7593
0.382	0.7588
LOW	0.7575
0.618	0.7552
1.000	0.7539
1.618	0.7516
2.618	0.7480
4.250	0.7422

Fisher Pivots for day following 09-Jan-2019
Pivot	1 day	3 day
R1	0.7593	0.7579
PP	0.7592	0.7567
S1	0.7591	0.7556

Download as Excel Spreadsheet

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

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