CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Mar-2019
Day Change Summary
Previous Current
20-Mar-2019 21-Mar-2019 Change Change % Previous Week
Open 0.7522 0.7534 0.0013 0.2% 0.7468
High 0.7560 0.7549 -0.0011 -0.1% 0.7543
Low 0.7509 0.7479 -0.0030 -0.4% 0.7458
Close 0.7552 0.7492 -0.0060 -0.8% 0.7509
Range 0.0051 0.0070 0.0019 37.3% 0.0086
ATR 0.0043 0.0045 0.0002 4.9% 0.0000
Volume 68,999 76,027 7,028 10.2% 251,212
Daily Pivots for day following 21-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7716 0.7674 0.7530
R3 0.7646 0.7604 0.7511
R2 0.7576 0.7576 0.7504
R1 0.7534 0.7534 0.7498 0.7520
PP 0.7507 0.7507 0.7507 0.7500
S1 0.7464 0.7464 0.7485 0.7450
S2 0.7437 0.7437 0.7479
S3 0.7367 0.7394 0.7472
S4 0.7297 0.7324 0.7453
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 0.7564 0.7479 0.0085 1.1% 0.0051 0.7% 15% False True 69,083
10 0.7564 0.7443 0.0121 1.6% 0.0044 0.6% 40% False False 52,517
20 0.7646 0.7443 0.0203 2.7% 0.0045 0.6% 24% False False 27,426
40 0.7675 0.7443 0.0232 3.1% 0.0042 0.6% 21% False False 13,908
60 0.7675 0.7347 0.0328 4.4% 0.0040 0.5% 44% False False 9,302
80 0.7675 0.7347 0.0328 4.4% 0.0038 0.5% 44% False False 7,006
100 0.7675 0.7347 0.0328 4.4% 0.0035 0.5% 44% False False 5,609
120 0.7857 0.7347 0.0510 6.8% 0.0032 0.4% 28% False False 4,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7846
2.618 0.7732
1.618 0.7662
1.000 0.7619
0.618 0.7592
HIGH 0.7549
0.618 0.7522
0.500 0.7514
0.382 0.7506
LOW 0.7479
0.618 0.7436
1.000 0.7409
1.618 0.7366
2.618 0.7296
4.250 0.7182
Fisher Pivots for day following 21-Mar-2019
Pivot 1 day 3 day
R1 0.7514 0.7522
PP 0.7507 0.7512
S1 0.7499 0.7502

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

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