CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 0.7891 0.7887 -0.0005 -0.1% 0.7982
High 0.7907 0.7941 0.0034 0.4% 0.7996
Low 0.7856 0.7874 0.0019 0.2% 0.7856
Close 0.7880 0.7912 0.0033 0.4% 0.7912
Range 0.0051 0.0067 0.0016 31.4% 0.0141
ATR 0.0057 0.0058 0.0001 1.3% 0.0000
Volume 457 347 -110 -24.1% 2,420
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8110 0.8078 0.7949
R3 0.8043 0.8011 0.7930
R2 0.7976 0.7976 0.7924
R1 0.7944 0.7944 0.7918 0.7960
PP 0.7909 0.7909 0.7909 0.7917
S1 0.7877 0.7877 0.7906 0.7893
S2 0.7842 0.7842 0.7900
S3 0.7775 0.7810 0.7894
S4 0.7708 0.7743 0.7875
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8343 0.8268 0.7989
R3 0.8202 0.8127 0.7951
R2 0.8062 0.8062 0.7938
R1 0.7987 0.7987 0.7925 0.7954
PP 0.7921 0.7921 0.7921 0.7905
S1 0.7846 0.7846 0.7899 0.7814
S2 0.7781 0.7781 0.7886
S3 0.7640 0.7706 0.7873
S4 0.7500 0.7565 0.7835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8046 0.7856 0.0190 2.4% 0.0062 0.8% 30% False False 508
10 0.8046 0.7856 0.0190 2.4% 0.0058 0.7% 30% False False 356
20 0.8175 0.7856 0.0320 4.0% 0.0058 0.7% 18% False False 262
40 0.8175 0.7856 0.0320 4.0% 0.0054 0.7% 18% False False 204
60 0.8175 0.7766 0.0409 5.2% 0.0051 0.6% 36% False False 169
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8226
2.618 0.8116
1.618 0.8049
1.000 0.8008
0.618 0.7982
HIGH 0.7941
0.618 0.7915
0.500 0.7908
0.382 0.7900
LOW 0.7874
0.618 0.7833
1.000 0.7807
1.618 0.7766
2.618 0.7699
4.250 0.7589
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 0.7911 0.7907
PP 0.7909 0.7903
S1 0.7908 0.7898

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

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