CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 0.8030 0.8064 0.0034 0.4% 0.8049
High 0.8063 0.8131 0.0068 0.8% 0.8100
Low 0.8020 0.8063 0.0043 0.5% 0.7988
Close 0.8055 0.8128 0.0073 0.9% 0.8026
Range 0.0043 0.0068 0.0025 57.0% 0.0112
ATR 0.0053 0.0054 0.0002 3.1% 0.0000
Volume 115 220 105 91.3% 521
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8310 0.8286 0.8165
R3 0.8242 0.8219 0.8147
R2 0.8175 0.8175 0.8140
R1 0.8151 0.8151 0.8134 0.8163
PP 0.8107 0.8107 0.8107 0.8113
S1 0.8084 0.8084 0.8122 0.8096
S2 0.8040 0.8040 0.8116
S3 0.7972 0.8016 0.8109
S4 0.7905 0.7949 0.8091
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8374 0.8312 0.8087
R3 0.8262 0.8200 0.8056
R2 0.8150 0.8150 0.8046
R1 0.8088 0.8088 0.8036 0.8063
PP 0.8038 0.8038 0.8038 0.8025
S1 0.7976 0.7976 0.8015 0.7951
S2 0.7926 0.7926 0.8005
S3 0.7814 0.7864 0.7995
S4 0.7702 0.7752 0.7964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8131 0.8009 0.0122 1.5% 0.0051 0.6% 98% True False 109
10 0.8131 0.7962 0.0169 2.1% 0.0058 0.7% 99% True False 142
20 0.8131 0.7880 0.0251 3.1% 0.0049 0.6% 99% True False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8417
2.618 0.8307
1.618 0.8240
1.000 0.8198
0.618 0.8172
HIGH 0.8131
0.618 0.8105
0.500 0.8097
0.382 0.8089
LOW 0.8063
0.618 0.8021
1.000 0.7996
1.618 0.7954
2.618 0.7886
4.250 0.7776
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 0.8118 0.8110
PP 0.8107 0.8092
S1 0.8097 0.8074

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

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