CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 13-Feb-2019
Day Change Summary
Previous Current
12-Feb-2019 13-Feb-2019 Change Change % Previous Week
Open 0.7538 0.7588 0.0050 0.7% 0.7660
High 0.7576 0.7597 0.0021 0.3% 0.7664
Low 0.7535 0.7565 0.0030 0.4% 0.7525
Close 0.7574 0.7570 -0.0004 -0.1% 0.7558
Range 0.0041 0.0033 -0.0009 -20.7% 0.0138
ATR 0.0041 0.0040 -0.0001 -1.4% 0.0000
Volume 98 331 233 237.8% 1,118
Daily Pivots for day following 13-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7675 0.7655 0.7587
R3 0.7642 0.7622 0.7578
R2 0.7610 0.7610 0.7575
R1 0.7590 0.7590 0.7572 0.7583
PP 0.7577 0.7577 0.7577 0.7574
S1 0.7557 0.7557 0.7567 0.7551
S2 0.7545 0.7545 0.7564
S3 0.7512 0.7525 0.7561
S4 0.7480 0.7492 0.7552
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 0.7597 0.7525 0.0072 1.0% 0.0040 0.5% 62% True False 235
10 0.7675 0.7525 0.0150 2.0% 0.0037 0.5% 30% False False 218
20 0.7675 0.7504 0.0171 2.3% 0.0038 0.5% 38% False False 164
40 0.7675 0.7347 0.0328 4.3% 0.0038 0.5% 68% False False 129
60 0.7675 0.7347 0.0328 4.3% 0.0036 0.5% 68% False False 118
80 0.7726 0.7347 0.0379 5.0% 0.0031 0.4% 59% False False 93
100 0.7857 0.7347 0.0510 6.7% 0.0028 0.4% 44% False False 76
120 0.7857 0.7347 0.0510 6.7% 0.0027 0.4% 44% False False 65
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7682
1.618 0.7650
1.000 0.7630
0.618 0.7617
HIGH 0.7597
0.618 0.7585
0.500 0.7581
0.382 0.7577
LOW 0.7565
0.618 0.7544
1.000 0.7532
1.618 0.7512
2.618 0.7479
4.250 0.7426
Fisher Pivots for day following 13-Feb-2019
Pivot 1 day 3 day
R1 0.7581 0.7568
PP 0.7577 0.7566
S1 0.7573 0.7565

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

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