CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 07-Mar-2019
Day Change Summary
Previous Current
06-Mar-2019 07-Mar-2019 Change Change % Previous Week
Open 0.7505 0.7459 -0.0047 -0.6% 0.7636
High 0.7505 0.7472 -0.0033 -0.4% 0.7646
Low 0.7449 0.7443 -0.0006 -0.1% 0.7534
Close 0.7468 0.7448 -0.0020 -0.3% 0.7537
Range 0.0057 0.0029 -0.0027 -48.7% 0.0112
ATR 0.0044 0.0043 -0.0001 -2.5% 0.0000
Volume 3,288 8,539 5,251 159.7% 5,852
Daily Pivots for day following 07-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7541 0.7524 0.7464
R3 0.7512 0.7495 0.7456
R2 0.7483 0.7483 0.7453
R1 0.7466 0.7466 0.7451 0.7460
PP 0.7454 0.7454 0.7454 0.7452
S1 0.7437 0.7437 0.7445 0.7431
S2 0.7425 0.7425 0.7443
S3 0.7396 0.7408 0.7440
S4 0.7367 0.7379 0.7432
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7908 0.7835 0.7599
R3 0.7796 0.7723 0.7568
R2 0.7684 0.7684 0.7558
R1 0.7611 0.7611 0.7547 0.7592
PP 0.7572 0.7572 0.7572 0.7563
S1 0.7499 0.7499 0.7527 0.7480
S2 0.7460 0.7460 0.7516
S3 0.7348 0.7387 0.7506
S4 0.7236 0.7275 0.7475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7635 0.7443 0.0192 2.6% 0.0049 0.7% 3% False True 3,782
10 0.7646 0.7443 0.0203 2.7% 0.0045 0.6% 2% False True 2,334
20 0.7646 0.7443 0.0203 2.7% 0.0043 0.6% 2% False True 1,481
40 0.7675 0.7443 0.0232 3.1% 0.0039 0.5% 2% False True 803
60 0.7675 0.7347 0.0328 4.4% 0.0038 0.5% 31% False False 579
80 0.7675 0.7347 0.0328 4.4% 0.0036 0.5% 31% False False 445
100 0.7765 0.7347 0.0418 5.6% 0.0032 0.4% 24% False False 359
120 0.7857 0.7347 0.0510 6.8% 0.0029 0.4% 20% False False 300
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7548
1.618 0.7519
1.000 0.7501
0.618 0.7490
HIGH 0.7472
0.618 0.7461
0.500 0.7458
0.382 0.7454
LOW 0.7443
0.618 0.7425
1.000 0.7414
1.618 0.7396
2.618 0.7367
4.250 0.7320
Fisher Pivots for day following 07-Mar-2019
Pivot 1 day 3 day
R1 0.7458 0.7486
PP 0.7454 0.7473
S1 0.7451 0.7461

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

View Archives - Comment on this page... - Back to Index of Symbols