CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 18-Mar-2019
Day Change Summary
Previous Current
15-Mar-2019 18-Mar-2019 Change Change % Previous Week
Open 0.7518 0.7514 -0.0005 -0.1% 0.7468
High 0.7541 0.7534 -0.0007 -0.1% 0.7543
Low 0.7495 0.7498 0.0004 0.0% 0.7458
Close 0.7509 0.7507 -0.0002 0.0% 0.7509
Range 0.0047 0.0036 -0.0010 -22.6% 0.0086
ATR 0.0042 0.0041 0.0000 -1.0% 0.0000
Volume 78,042 50,015 -28,027 -35.9% 251,212
Daily Pivots for day following 18-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7621 0.7600 0.7527
R3 0.7585 0.7564 0.7517
R2 0.7549 0.7549 0.7514
R1 0.7528 0.7528 0.7510 0.7521
PP 0.7513 0.7513 0.7513 0.7509
S1 0.7492 0.7492 0.7504 0.7485
S2 0.7477 0.7477 0.7500
S3 0.7441 0.7456 0.7497
S4 0.7405 0.7420 0.7487
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7760 0.7720 0.7556
R3 0.7674 0.7634 0.7533
R2 0.7589 0.7589 0.7525
R1 0.7549 0.7549 0.7517 0.7569
PP 0.7503 0.7503 0.7503 0.7513
S1 0.7463 0.7463 0.7501 0.7483
S2 0.7418 0.7418 0.7493
S3 0.7332 0.7378 0.7485
S4 0.7247 0.7292 0.7462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7543 0.7470 0.0073 1.0% 0.0040 0.5% 51% False False 57,224
10 0.7543 0.7443 0.0100 1.3% 0.0038 0.5% 64% False False 32,149
20 0.7646 0.7443 0.0203 2.7% 0.0042 0.6% 32% False False 16,800
40 0.7675 0.7443 0.0232 3.1% 0.0041 0.5% 28% False False 8,485
60 0.7675 0.7347 0.0328 4.4% 0.0039 0.5% 49% False False 5,688
80 0.7675 0.7347 0.0328 4.4% 0.0038 0.5% 49% False False 4,291
100 0.7726 0.7347 0.0379 5.0% 0.0034 0.5% 42% False False 3,437
120 0.7857 0.7347 0.0510 6.8% 0.0031 0.4% 31% False False 2,865
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7687
2.618 0.7628
1.618 0.7592
1.000 0.7570
0.618 0.7556
HIGH 0.7534
0.618 0.7520
0.500 0.7516
0.382 0.7512
LOW 0.7498
0.618 0.7476
1.000 0.7462
1.618 0.7440
2.618 0.7404
4.250 0.7345
Fisher Pivots for day following 18-Mar-2019
Pivot 1 day 3 day
R1 0.7516 0.7519
PP 0.7513 0.7515
S1 0.7510 0.7511

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

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