CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 25-Mar-2019
Day Change Summary
Previous Current
22-Mar-2019 25-Mar-2019 Change Change % Previous Week
Open 0.7499 0.7465 -0.0034 -0.5% 0.7514
High 0.7506 0.7480 -0.0026 -0.4% 0.7564
Low 0.7460 0.7454 -0.0007 -0.1% 0.7460
Close 0.7471 0.7472 0.0002 0.0% 0.7471
Range 0.0046 0.0026 -0.0020 -43.5% 0.0104
ATR 0.0045 0.0044 -0.0001 -3.0% 0.0000
Volume 74,378 60,521 -13,857 -18.6% 341,753
Daily Pivots for day following 25-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7546 0.7535 0.7486
R3 0.7520 0.7509 0.7479
R2 0.7494 0.7494 0.7477
R1 0.7483 0.7483 0.7474 0.7489
PP 0.7468 0.7468 0.7468 0.7471
S1 0.7457 0.7457 0.7470 0.7463
S2 0.7442 0.7442 0.7467
S3 0.7416 0.7431 0.7465
S4 0.7390 0.7405 0.7458
Weekly Pivots for week ending 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7810 0.7744 0.7528
R3 0.7706 0.7640 0.7499
R2 0.7602 0.7602 0.7490
R1 0.7536 0.7536 0.7480 0.7517
PP 0.7498 0.7498 0.7498 0.7489
S1 0.7432 0.7432 0.7461 0.7413
S2 0.7394 0.7394 0.7451
S3 0.7290 0.7328 0.7442
S4 0.7186 0.7224 0.7413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7564 0.7454 0.0111 1.5% 0.0049 0.7% 17% False True 70,451
10 0.7564 0.7454 0.0111 1.5% 0.0045 0.6% 17% False True 63,838
20 0.7642 0.7443 0.0199 2.7% 0.0043 0.6% 15% False False 34,092
40 0.7675 0.7443 0.0232 3.1% 0.0042 0.6% 13% False False 17,275
60 0.7675 0.7347 0.0328 4.4% 0.0041 0.5% 38% False False 11,547
80 0.7675 0.7347 0.0328 4.4% 0.0039 0.5% 38% False False 8,692
100 0.7675 0.7347 0.0328 4.4% 0.0035 0.5% 38% False False 6,957
120 0.7841 0.7347 0.0494 6.6% 0.0033 0.4% 25% False False 5,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7548
1.618 0.7522
1.000 0.7506
0.618 0.7496
HIGH 0.7480
0.618 0.7470
0.500 0.7467
0.382 0.7463
LOW 0.7454
0.618 0.7437
1.000 0.7427
1.618 0.7411
2.618 0.7385
4.250 0.7343
Fisher Pivots for day following 25-Mar-2019
Pivot 1 day 3 day
R1 0.7470 0.7501
PP 0.7468 0.7492
S1 0.7467 0.7482

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

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