CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 0.7995 0.8001 0.0007 0.1% 0.7883
High 0.8010 0.8011 0.0001 0.0% 0.8003
Low 0.7988 0.7985 -0.0002 0.0% 0.7880
Close 0.8010 0.7991 -0.0019 -0.2% 0.7997
Range 0.0023 0.0026 0.0003 15.5% 0.0124
ATR 0.0046 0.0044 -0.0001 -3.1% 0.0000
Volume 18 56 38 211.1% 951
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8073 0.8058 0.8005
R3 0.8047 0.8032 0.7998
R2 0.8021 0.8021 0.7995
R1 0.8006 0.8006 0.7993 0.8001
PP 0.7996 0.7996 0.7996 0.7993
S1 0.7980 0.7980 0.7988 0.7975
S2 0.7970 0.7970 0.7986
S3 0.7944 0.7954 0.7983
S4 0.7918 0.7928 0.7976
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8330 0.8287 0.8064
R3 0.8207 0.8163 0.8030
R2 0.8083 0.8083 0.8019
R1 0.8040 0.8040 0.8008 0.8062
PP 0.7960 0.7960 0.7960 0.7971
S1 0.7916 0.7916 0.7985 0.7938
S2 0.7836 0.7836 0.7974
S3 0.7713 0.7793 0.7963
S4 0.7589 0.7669 0.7929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8011 0.7912 0.0100 1.2% 0.0034 0.4% 79% True False 202
10 0.8011 0.7766 0.0245 3.1% 0.0038 0.5% 92% True False 121
20 0.8011 0.7766 0.0245 3.1% 0.0043 0.5% 92% True False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8079
1.618 0.8053
1.000 0.8037
0.618 0.8027
HIGH 0.8011
0.618 0.8001
0.500 0.7998
0.382 0.7995
LOW 0.7985
0.618 0.7969
1.000 0.7959
1.618 0.7943
2.618 0.7917
4.250 0.7875
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 0.7998 0.7989
PP 0.7996 0.7987
S1 0.7993 0.7985

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

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