CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 26-Feb-2019

Day Change Summary
	Previous	Current
	25-Feb-2019	26-Feb-2019	Change	Change %	Previous Week
Open	0.7636	0.7604	-0.0032	-0.4%	0.7574
High	0.7646	0.7618	-0.0028	-0.4%	0.7633
Low	0.7598	0.7575	-0.0022	-0.3%	0.7554
Close	0.7599	0.7614	0.0015	0.2%	0.7632
Range	0.0049	0.0043	-0.0006	-11.3%	0.0079
ATR	0.0042	0.0042	0.0000	0.1%	0.0000
Volume	1,409	649	-760	-53.9%	5,023

Daily Pivots for day following 26-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7731	0.7716	0.7638
R3	0.7688	0.7673	0.7626
R2	0.7645	0.7645	0.7622
R1	0.7630	0.7630	0.7618	0.7638
PP	0.7602	0.7602	0.7602	0.7606
S1	0.7587	0.7587	0.7610	0.7595
S2	0.7559	0.7559	0.7606
S3	0.7516	0.7544	0.7602
S4	0.7473	0.7501	0.7590

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	0.7646	0.7575	0.0071	0.9%	0.0044	0.6%	55%	False	True	1,357
10	0.7646	0.7517	0.0129	1.7%	0.0043	0.6%	75%	False	False	777
20	0.7675	0.7517	0.0158	2.1%	0.0041	0.5%	61%	False	False	486
40	0.7675	0.7347	0.0328	4.3%	0.0040	0.5%	81%	False	False	289
60	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	81%	False	False	235
80	0.7675	0.7347	0.0328	4.3%	0.0034	0.4%	81%	False	False	181
100	0.7841	0.7347	0.0494	6.5%	0.0031	0.4%	54%	False	False	148
120	0.7857	0.7347	0.0510	6.7%	0.0028	0.4%	52%	False	False	125

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	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7731
1.618	0.7688
1.000	0.7661
0.618	0.7645
HIGH	0.7618
0.618	0.7602
0.500	0.7597
0.382	0.7591
LOW	0.7575
0.618	0.7548
1.000	0.7532
1.618	0.7505
2.618	0.7462
4.250	0.7392

Fisher Pivots for day following 26-Feb-2019
Pivot	1 day	3 day
R1	0.7608	0.7613
PP	0.7602	0.7612
S1	0.7597	0.7611

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