CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 0.8049 0.8059 0.0011 0.1% 0.8071
High 0.8075 0.8100 0.0025 0.3% 0.8087
Low 0.8047 0.7988 -0.0059 -0.7% 0.7962
Close 0.8060 0.8074 0.0015 0.2% 0.8022
Range 0.0028 0.0112 0.0084 300.0% 0.0125
ATR 0.0050 0.0054 0.0004 8.9% 0.0000
Volume 129 213 84 65.1% 685
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8390 0.8344 0.8136
R3 0.8278 0.8232 0.8105
R2 0.8166 0.8166 0.8095
R1 0.8120 0.8120 0.8084 0.8143
PP 0.8054 0.8054 0.8054 0.8066
S1 0.8008 0.8008 0.8064 0.8031
S2 0.7942 0.7942 0.8053
S3 0.7830 0.7896 0.8043
S4 0.7718 0.7784 0.8012
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8400 0.8336 0.8091
R3 0.8274 0.8211 0.8057
R2 0.8149 0.8149 0.8045
R1 0.8086 0.8086 0.8034 0.8055
PP 0.8024 0.8024 0.8024 0.8008
S1 0.7960 0.7960 0.8010 0.7929
S2 0.7898 0.7898 0.7999
S3 0.7773 0.7835 0.7987
S4 0.7647 0.7709 0.7953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8100 0.7962 0.0139 1.7% 0.0065 0.8% 81% True False 176
10 0.8103 0.7962 0.0142 1.8% 0.0057 0.7% 80% False False 127
20 0.8103 0.7766 0.0337 4.2% 0.0047 0.6% 91% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8576
2.618 0.8393
1.618 0.8281
1.000 0.8212
0.618 0.8169
HIGH 0.8100
0.618 0.8057
0.500 0.8044
0.382 0.8031
LOW 0.7988
0.618 0.7919
1.000 0.7876
1.618 0.7807
2.618 0.7695
4.250 0.7512
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 0.8064 0.8063
PP 0.8054 0.8052
S1 0.8044 0.8041

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

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