CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 0.8075 0.8030 -0.0045 -0.6% 0.7995
High 0.8075 0.8053 -0.0022 -0.3% 0.8103
Low 0.8028 0.7963 -0.0065 -0.8% 0.7983
Close 0.8039 0.7964 -0.0074 -0.9% 0.8073
Range 0.0047 0.0090 0.0043 91.5% 0.0120
ATR 0.0047 0.0050 0.0003 6.6% 0.0000
Volume 107 240 133 124.3% 267
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8263 0.8204 0.8014
R3 0.8173 0.8114 0.7989
R2 0.8083 0.8083 0.7981
R1 0.8024 0.8024 0.7972 0.8009
PP 0.7993 0.7993 0.7993 0.7986
S1 0.7934 0.7934 0.7956 0.7919
S2 0.7903 0.7903 0.7948
S3 0.7813 0.7844 0.7939
S4 0.7723 0.7754 0.7915
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 0.7963 0.0140 1.8% 0.0062 0.8% 1% False True 115
10 0.8103 0.7912 0.0192 2.4% 0.0048 0.6% 27% False False 159
20 0.8103 0.7766 0.0337 4.2% 0.0048 0.6% 59% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8435
2.618 0.8289
1.618 0.8199
1.000 0.8143
0.618 0.8109
HIGH 0.8053
0.618 0.8019
0.500 0.8008
0.382 0.7997
LOW 0.7963
0.618 0.7907
1.000 0.7873
1.618 0.7817
2.618 0.7727
4.250 0.7581
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 0.8008 0.8025
PP 0.7993 0.8005
S1 0.7979 0.7984

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

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