CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 19-Feb-2019
Day Change Summary
Previous Current
15-Feb-2019 19-Feb-2019 Change Change % Previous Week
Open 0.7538 0.7574 0.0036 0.5% 0.7552
High 0.7570 0.7593 0.0023 0.3% 0.7597
Low 0.7537 0.7554 0.0016 0.2% 0.7517
Close 0.7568 0.7590 0.0022 0.3% 0.7568
Range 0.0033 0.0040 0.0007 19.7% 0.0080
ATR 0.0041 0.0041 0.0000 -0.2% 0.0000
Volume 125 295 170 136.0% 873
Daily Pivots for day following 19-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7697 0.7683 0.7612
R3 0.7658 0.7644 0.7601
R2 0.7618 0.7618 0.7597
R1 0.7604 0.7604 0.7594 0.7611
PP 0.7579 0.7579 0.7579 0.7582
S1 0.7565 0.7565 0.7586 0.7572
S2 0.7539 0.7539 0.7583
S3 0.7500 0.7525 0.7579
S4 0.7460 0.7486 0.7568
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7801 0.7764 0.7612
R3 0.7721 0.7684 0.7590
R2 0.7641 0.7641 0.7583
R1 0.7604 0.7604 0.7575 0.7623
PP 0.7561 0.7561 0.7561 0.7570
S1 0.7524 0.7524 0.7561 0.7543
S2 0.7481 0.7481 0.7553
S3 0.7401 0.7444 0.7546
S4 0.7321 0.7364 0.7524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7597 0.7517 0.0080 1.1% 0.0041 0.5% 91% False False 197
10 0.7654 0.7517 0.0137 1.8% 0.0040 0.5% 53% False False 222
20 0.7675 0.7504 0.0171 2.3% 0.0040 0.5% 50% False False 181
40 0.7675 0.7347 0.0328 4.3% 0.0038 0.5% 74% False False 135
60 0.7675 0.7347 0.0328 4.3% 0.0036 0.5% 74% False False 126
80 0.7726 0.7347 0.0379 5.0% 0.0033 0.4% 64% False False 98
100 0.7857 0.7347 0.0510 6.7% 0.0029 0.4% 48% False False 81
120 0.7857 0.7347 0.0510 6.7% 0.0027 0.4% 48% False False 69
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7696
1.618 0.7657
1.000 0.7633
0.618 0.7617
HIGH 0.7593
0.618 0.7578
0.500 0.7573
0.382 0.7569
LOW 0.7554
0.618 0.7529
1.000 0.7514
1.618 0.7490
2.618 0.7450
4.250 0.7386
Fisher Pivots for day following 19-Feb-2019
Pivot 1 day 3 day
R1 0.7584 0.7578
PP 0.7579 0.7567
S1 0.7573 0.7555

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

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