CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 22-Feb-2019
Day Change Summary
Previous Current
21-Feb-2019 22-Feb-2019 Change Change % Previous Week
Open 0.7604 0.7578 -0.0026 -0.3% 0.7574
High 0.7617 0.7633 0.0016 0.2% 0.7633
Low 0.7580 0.7575 -0.0005 -0.1% 0.7554
Close 0.7583 0.7632 0.0049 0.6% 0.7632
Range 0.0037 0.0058 0.0021 55.4% 0.0079
ATR 0.0041 0.0042 0.0001 3.0% 0.0000
Volume 110 167 57 51.8% 5,023
Daily Pivots for day following 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7786 0.7766 0.7663
R3 0.7728 0.7709 0.7647
R2 0.7671 0.7671 0.7642
R1 0.7651 0.7651 0.7637 0.7661
PP 0.7613 0.7613 0.7613 0.7618
S1 0.7594 0.7594 0.7626 0.7603
S2 0.7556 0.7556 0.7621
S3 0.7498 0.7536 0.7616
S4 0.7441 0.7479 0.7600
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7843 0.7816 0.7675
R3 0.7764 0.7737 0.7653
R2 0.7685 0.7685 0.7646
R1 0.7658 0.7658 0.7639 0.7672
PP 0.7606 0.7606 0.7606 0.7613
S1 0.7579 0.7579 0.7624 0.7593
S2 0.7527 0.7527 0.7617
S3 0.7448 0.7500 0.7610
S4 0.7369 0.7421 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7633 0.7537 0.0096 1.3% 0.0041 0.5% 99% True False 1,029
10 0.7633 0.7517 0.0116 1.5% 0.0041 0.5% 99% True False 628
20 0.7675 0.7514 0.0161 2.1% 0.0042 0.6% 73% False False 393
40 0.7675 0.7347 0.0328 4.3% 0.0039 0.5% 87% False False 243
60 0.7675 0.7347 0.0328 4.3% 0.0037 0.5% 87% False False 203
80 0.7675 0.7347 0.0328 4.3% 0.0033 0.4% 87% False False 156
100 0.7857 0.7347 0.0510 6.7% 0.0030 0.4% 56% False False 128
120 0.7857 0.7347 0.0510 6.7% 0.0028 0.4% 56% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7877
2.618 0.7783
1.618 0.7726
1.000 0.7690
0.618 0.7668
HIGH 0.7633
0.618 0.7611
0.500 0.7604
0.382 0.7597
LOW 0.7575
0.618 0.7539
1.000 0.7518
1.618 0.7482
2.618 0.7424
4.250 0.7331
Fisher Pivots for day following 22-Feb-2019
Pivot 1 day 3 day
R1 0.7622 0.7622
PP 0.7613 0.7613
S1 0.7604 0.7604

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

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