CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 12-Mar-2019
Day Change Summary
Previous Current
11-Mar-2019 12-Mar-2019 Change Change % Previous Week
Open 0.7468 0.7483 0.0015 0.2% 0.7548
High 0.7484 0.7507 0.0023 0.3% 0.7550
Low 0.7458 0.7470 0.0013 0.2% 0.7443
Close 0.7475 0.7500 0.0025 0.3% 0.7473
Range 0.0027 0.0037 0.0010 37.7% 0.0107
ATR 0.0042 0.0042 0.0000 -0.9% 0.0000
Volume 15,103 34,391 19,288 127.7% 23,915
Daily Pivots for day following 12-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7602 0.7587 0.7520
R3 0.7565 0.7551 0.7510
R2 0.7529 0.7529 0.7506
R1 0.7514 0.7514 0.7503 0.7521
PP 0.7492 0.7492 0.7492 0.7496
S1 0.7478 0.7478 0.7496 0.7485
S2 0.7456 0.7456 0.7493
S3 0.7419 0.7441 0.7489
S4 0.7383 0.7405 0.7479
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7810 0.7748 0.7531
R3 0.7703 0.7641 0.7502
R2 0.7596 0.7596 0.7492
R1 0.7534 0.7534 0.7482 0.7511
PP 0.7489 0.7489 0.7489 0.7477
S1 0.7427 0.7427 0.7463 0.7404
S2 0.7381 0.7381 0.7453
S3 0.7274 0.7320 0.7443
S4 0.7167 0.7213 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7443 0.0064 0.8% 0.0038 0.5% 89% True False 13,582
10 0.7642 0.7443 0.0199 2.6% 0.0041 0.5% 28% False False 7,720
20 0.7646 0.7443 0.0203 2.7% 0.0042 0.6% 28% False False 4,248
40 0.7675 0.7443 0.0232 3.1% 0.0039 0.5% 24% False False 2,198
60 0.7675 0.7347 0.0328 4.4% 0.0038 0.5% 46% False False 1,498
80 0.7675 0.7347 0.0328 4.4% 0.0037 0.5% 46% False False 1,145
100 0.7726 0.7347 0.0379 5.0% 0.0033 0.4% 40% False False 920
120 0.7857 0.7347 0.0510 6.8% 0.0030 0.4% 30% False False 768
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7662
2.618 0.7602
1.618 0.7566
1.000 0.7543
0.618 0.7529
HIGH 0.7507
0.618 0.7493
0.500 0.7488
0.382 0.7484
LOW 0.7470
0.618 0.7447
1.000 0.7434
1.618 0.7411
2.618 0.7374
4.250 0.7315
Fisher Pivots for day following 12-Mar-2019
Pivot 1 day 3 day
R1 0.7496 0.7491
PP 0.7492 0.7483
S1 0.7488 0.7475

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

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