CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 27-Mar-2019

Day Change Summary
	Previous	Current
	26-Mar-2019	27-Mar-2019	Change	Change %	Previous Week
Open	0.7475	0.7487	0.0012	0.2%	0.7514
High	0.7495	0.7491	-0.0004	0.0%	0.7564
Low	0.7472	0.7456	-0.0016	-0.2%	0.7460
Close	0.7489	0.7477	-0.0013	-0.2%	0.7471
Range	0.0022	0.0035	0.0013	55.6%	0.0104
ATR	0.0042	0.0042	-0.0001	-1.2%	0.0000
Volume	58,666	76,002	17,336	29.6%	341,753

Daily Pivots for day following 27-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7563	0.7496
R3	0.7545	0.7528	0.7486
R2	0.7510	0.7510	0.7483
R1	0.7493	0.7493	0.7480	0.7484
PP	0.7475	0.7475	0.7475	0.7470
S1	0.7458	0.7458	0.7473	0.7449
S2	0.7440	0.7440	0.7470
S3	0.7405	0.7423	0.7467
S4	0.7370	0.7388	0.7457

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	0.7549	0.7454	0.0096	1.3%	0.0040	0.5%	24%	False	False	69,118
10	0.7564	0.7454	0.0111	1.5%	0.0042	0.6%	21%	False	False	66,966
20	0.7635	0.7443	0.0192	2.6%	0.0043	0.6%	17%	False	False	40,722
40	0.7675	0.7443	0.0232	3.1%	0.0042	0.6%	14%	False	False	20,639
60	0.7675	0.7347	0.0328	4.4%	0.0041	0.5%	39%	False	False	13,790
80	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	39%	False	False	10,374
100	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	39%	False	False	8,304
120	0.7775	0.7347	0.0428	5.7%	0.0033	0.4%	30%	False	False	6,922

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7640
2.618	0.7583
1.618	0.7548
1.000	0.7526
0.618	0.7513
HIGH	0.7491
0.618	0.7478
0.500	0.7474
0.382	0.7469
LOW	0.7456
0.618	0.7434
1.000	0.7421
1.618	0.7399
2.618	0.7364
4.250	0.7307

Fisher Pivots for day following 27-Mar-2019
Pivot	1 day	3 day
R1	0.7476	0.7476
PP	0.7475	0.7475
S1	0.7474	0.7474

Download as Excel Spreadsheet

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

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