CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 0.8108 0.8112 0.0004 0.0% 0.8022
High 0.8136 0.8175 0.0040 0.5% 0.8151
Low 0.8095 0.8112 0.0017 0.2% 0.8017
Close 0.8128 0.8141 0.0013 0.2% 0.8130
Range 0.0041 0.0063 0.0023 55.6% 0.0134
ATR 0.0052 0.0053 0.0001 1.5% 0.0000
Volume 95 204 109 114.7% 646
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8332 0.8299 0.8175
R3 0.8269 0.8236 0.8158
R2 0.8206 0.8206 0.8152
R1 0.8173 0.8173 0.8146 0.8189
PP 0.8143 0.8143 0.8143 0.8151
S1 0.8110 0.8110 0.8135 0.8126
S2 0.8079 0.8079 0.8129
S3 0.8016 0.8047 0.8123
S4 0.7953 0.7984 0.8106
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8501 0.8450 0.8204
R3 0.8367 0.8316 0.8167
R2 0.8233 0.8233 0.8155
R1 0.8182 0.8182 0.8142 0.8207
PP 0.8099 0.8099 0.8099 0.8112
S1 0.8048 0.8048 0.8118 0.8074
S2 0.7965 0.7965 0.8105
S3 0.7831 0.7914 0.8093
S4 0.7697 0.7780 0.8056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8175 0.8086 0.0089 1.1% 0.0050 0.6% 61% True False 125
10 0.8175 0.8009 0.0166 2.0% 0.0051 0.6% 79% True False 117
20 0.8175 0.7962 0.0214 2.6% 0.0054 0.7% 84% True False 122
40 0.8175 0.7766 0.0409 5.0% 0.0048 0.6% 92% True False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8443
2.618 0.8340
1.618 0.8277
1.000 0.8238
0.618 0.8214
HIGH 0.8175
0.618 0.8151
0.500 0.8144
0.382 0.8136
LOW 0.8112
0.618 0.8073
1.000 0.8049
1.618 0.8010
2.618 0.7947
4.250 0.7844
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 0.8144 0.8139
PP 0.8143 0.8137
S1 0.8142 0.8135

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

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