CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 0.7991 0.8025 0.0034 0.4% 0.7995
High 0.8025 0.8103 0.0078 1.0% 0.8103
Low 0.7983 0.8011 0.0028 0.4% 0.7983
Close 0.8019 0.8073 0.0054 0.7% 0.8073
Range 0.0042 0.0092 0.0050 119.1% 0.0120
ATR 0.0044 0.0048 0.0003 7.7% 0.0000
Volume 96 97 1 1.0% 267
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8338 0.8297 0.8123
R3 0.8246 0.8205 0.8098
R2 0.8154 0.8154 0.8089
R1 0.8113 0.8113 0.8081 0.8134
PP 0.8062 0.8062 0.8062 0.8072
S1 0.8021 0.8021 0.8064 0.8042
S2 0.7970 0.7970 0.8056
S3 0.7878 0.7929 0.8047
S4 0.7786 0.7837 0.8022
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8413 0.8363 0.8139
R3 0.8293 0.8243 0.8106
R2 0.8173 0.8173 0.8095
R1 0.8123 0.8123 0.8084 0.8148
PP 0.8053 0.8053 0.8053 0.8065
S1 0.8003 0.8003 0.8061 0.8028
S2 0.7933 0.7933 0.8050
S3 0.7813 0.7883 0.8039
S4 0.7693 0.7763 0.8006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8103 0.7960 0.0144 1.8% 0.0045 0.6% 79% True False 87
10 0.8103 0.7812 0.0291 3.6% 0.0045 0.6% 90% True False 134
20 0.8103 0.7766 0.0337 4.2% 0.0043 0.5% 91% True False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8494
2.618 0.8344
1.618 0.8252
1.000 0.8195
0.618 0.8160
HIGH 0.8103
0.618 0.8068
0.500 0.8057
0.382 0.8046
LOW 0.8011
0.618 0.7954
1.000 0.7919
1.618 0.7862
2.618 0.7770
4.250 0.7620
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 0.8067 0.8063
PP 0.8062 0.8053
S1 0.8057 0.8043

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

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