CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 0.7824 0.7846 0.0022 0.3% 0.7800
High 0.7885 0.7871 -0.0015 -0.2% 0.7885
Low 0.7802 0.7788 -0.0015 -0.2% 0.7782
Close 0.7867 0.7788 -0.0079 -1.0% 0.7788
Range 0.0083 0.0083 0.0000 0.0% 0.0103
ATR 0.0050 0.0052 0.0002 4.7% 0.0000
Volume 149 261 112 75.2% 783
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8064 0.8009 0.7833
R3 0.7981 0.7926 0.7810
R2 0.7898 0.7898 0.7803
R1 0.7843 0.7843 0.7795 0.7829
PP 0.7815 0.7815 0.7815 0.7808
S1 0.7760 0.7760 0.7780 0.7746
S2 0.7732 0.7732 0.7772
S3 0.7649 0.7677 0.7765
S4 0.7566 0.7594 0.7742
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8127 0.8060 0.7844
R3 0.8024 0.7957 0.7816
R2 0.7921 0.7921 0.7806
R1 0.7854 0.7854 0.7797 0.7836
PP 0.7818 0.7818 0.7818 0.7809
S1 0.7751 0.7751 0.7778 0.7733
S2 0.7715 0.7715 0.7769
S3 0.7612 0.7648 0.7759
S4 0.7509 0.7545 0.7731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7782 0.0103 1.3% 0.0052 0.7% 5% False False 156
10 0.7936 0.7782 0.0154 2.0% 0.0049 0.6% 4% False False 143
Crabel Price Patterns
NR False
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 0.0015
Fibonacci Retracements and Extensions
4.250 0.8223
2.618 0.8088
1.618 0.8005
1.000 0.7953
0.618 0.7922
HIGH 0.7871
0.618 0.7839
0.500 0.7829
0.382 0.7819
LOW 0.7788
0.618 0.7736
1.000 0.7705
1.618 0.7653
2.618 0.7570
4.250 0.7435
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 0.7829 0.7836
PP 0.7815 0.7820
S1 0.7801 0.7804

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.