CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 12-Feb-2019

Day Change Summary
	Previous	Current
	11-Feb-2019	12-Feb-2019	Change	Change %	Previous Week
Open	0.7552	0.7538	-0.0014	-0.2%	0.7660
High	0.7558	0.7576	0.0018	0.2%	0.7664
Low	0.7533	0.7535	0.0002	0.0%	0.7525
Close	0.7542	0.7574	0.0032	0.4%	0.7558
Range	0.0025	0.0041	0.0016	64.0%	0.0138
ATR	0.0041	0.0041	0.0000	0.1%	0.0000
Volume	182	98	-84	-46.2%	1,118

Daily Pivots for day following 12-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7670	0.7596
R3	0.7644	0.7629	0.7585
R2	0.7603	0.7603	0.7581
R1	0.7588	0.7588	0.7577	0.7595
PP	0.7562	0.7562	0.7562	0.7565
S1	0.7547	0.7547	0.7570	0.7554
S2	0.7521	0.7521	0.7566
S3	0.7480	0.7506	0.7562
S4	0.7439	0.7465	0.7551

Weekly Pivots for week ending 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7916	0.7634
R3	0.7859	0.7778	0.7596
R2	0.7721	0.7721	0.7583
R1	0.7639	0.7639	0.7571	0.7611
PP	0.7582	0.7582	0.7582	0.7568
S1	0.7501	0.7501	0.7545	0.7472
S2	0.7444	0.7444	0.7533
S3	0.7305	0.7362	0.7520
S4	0.7167	0.7224	0.7482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7640	0.7525	0.0115	1.5%	0.0043	0.6%	42%	False	False	230
10	0.7675	0.7525	0.0150	2.0%	0.0041	0.5%	32%	False	False	202
20	0.7675	0.7504	0.0171	2.3%	0.0038	0.5%	41%	False	False	149
40	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	69%	False	False	124
60	0.7675	0.7347	0.0328	4.3%	0.0036	0.5%	69%	False	False	112
80	0.7726	0.7347	0.0379	5.0%	0.0031	0.4%	60%	False	False	89
100	0.7857	0.7347	0.0510	6.7%	0.0028	0.4%	44%	False	False	72
120	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	44%	False	False	62

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7750
2.618	0.7683
1.618	0.7642
1.000	0.7617
0.618	0.7601
HIGH	0.7576
0.618	0.7560
0.500	0.7556
0.382	0.7551
LOW	0.7535
0.618	0.7510
1.000	0.7494
1.618	0.7469
2.618	0.7428
4.250	0.7361

Fisher Pivots for day following 12-Feb-2019
Pivot	1 day	3 day
R1	0.7568	0.7566
PP	0.7562	0.7559
S1	0.7556	0.7551

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