CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Apr-2019
Day Change Summary
Previous Current
29-Mar-2019 01-Apr-2019 Change Change % Previous Week
Open 0.7460 0.7505 0.0045 0.6% 0.7465
High 0.7510 0.7535 0.0025 0.3% 0.7510
Low 0.7453 0.7492 0.0039 0.5% 0.7450
Close 0.7503 0.7529 0.0026 0.3% 0.7503
Range 0.0057 0.0043 -0.0015 -25.4% 0.0060
ATR 0.0042 0.0042 0.0000 0.1% 0.0000
Volume 88,893 81,982 -6,911 -7.8% 360,990
Daily Pivots for day following 01-Apr-2019
Classic Woodie Camarilla DeMark
R4 0.7646 0.7630 0.7552
R3 0.7603 0.7587 0.7540
R2 0.7561 0.7561 0.7536
R1 0.7545 0.7545 0.7532 0.7553
PP 0.7518 0.7518 0.7518 0.7522
S1 0.7502 0.7502 0.7525 0.7510
S2 0.7476 0.7476 0.7521
S3 0.7433 0.7460 0.7517
S4 0.7391 0.7417 0.7505
Weekly Pivots for week ending 29-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7669 0.7646 0.7536
R3 0.7608 0.7586 0.7520
R2 0.7548 0.7548 0.7514
R1 0.7525 0.7525 0.7509 0.7537
PP 0.7488 0.7488 0.7488 0.7493
S1 0.7465 0.7465 0.7497 0.7476
S2 0.7427 0.7427 0.7492
S3 0.7367 0.7405 0.7486
S4 0.7306 0.7344 0.7470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7450 0.0085 1.1% 0.0037 0.5% 93% True False 76,490
10 0.7564 0.7450 0.0114 1.5% 0.0043 0.6% 69% False False 73,471
20 0.7564 0.7443 0.0121 1.6% 0.0041 0.5% 71% False False 52,810
40 0.7664 0.7443 0.0221 2.9% 0.0041 0.6% 39% False False 26,817
60 0.7675 0.7441 0.0234 3.1% 0.0040 0.5% 37% False False 17,915
80 0.7675 0.7347 0.0328 4.4% 0.0040 0.5% 55% False False 13,471
100 0.7675 0.7347 0.0328 4.4% 0.0037 0.5% 55% False False 10,781
120 0.7765 0.7347 0.0418 5.6% 0.0034 0.4% 43% False False 8,987
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7646
1.618 0.7603
1.000 0.7577
0.618 0.7561
HIGH 0.7535
0.618 0.7518
0.500 0.7513
0.382 0.7508
LOW 0.7492
0.618 0.7466
1.000 0.7450
1.618 0.7423
2.618 0.7381
4.250 0.7311
Fisher Pivots for day following 01-Apr-2019
Pivot 1 day 3 day
R1 0.7523 0.7516
PP 0.7518 0.7504
S1 0.7513 0.7492

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

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