CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 0.7792 0.7817 0.0025 0.3% 0.7800
High 0.7817 0.7895 0.0077 1.0% 0.7885
Low 0.7792 0.7812 0.0021 0.3% 0.7782
Close 0.7815 0.7876 0.0061 0.8% 0.7788
Range 0.0026 0.0082 0.0057 223.5% 0.0103
ATR 0.0048 0.0050 0.0002 5.2% 0.0000
Volume 31 88 57 183.9% 783
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8108 0.8074 0.7921
R3 0.8026 0.7992 0.7898
R2 0.7943 0.7943 0.7891
R1 0.7909 0.7909 0.7883 0.7926
PP 0.7861 0.7861 0.7861 0.7869
S1 0.7827 0.7827 0.7868 0.7844
S2 0.7778 0.7778 0.7860
S3 0.7696 0.7744 0.7853
S4 0.7613 0.7662 0.7830
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 0.7895 0.7766 0.0129 1.6% 0.0048 0.6% 85% True False 90
10 0.7895 0.7766 0.0129 1.6% 0.0045 0.6% 85% True False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8245
2.618 0.8110
1.618 0.8028
1.000 0.7977
0.618 0.7945
HIGH 0.7895
0.618 0.7863
0.500 0.7853
0.382 0.7844
LOW 0.7812
0.618 0.7761
1.000 0.7730
1.618 0.7679
2.618 0.7596
4.250 0.7461
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 0.7868 0.7860
PP 0.7861 0.7845
S1 0.7853 0.7830

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

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