CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 0.7923 0.7898 -0.0025 -0.3% 0.7982
High 0.7940 0.7906 -0.0034 -0.4% 0.7996
Low 0.7882 0.7843 -0.0039 -0.5% 0.7856
Close 0.7901 0.7856 -0.0046 -0.6% 0.7912
Range 0.0058 0.0063 0.0005 8.6% 0.0141
ATR 0.0058 0.0058 0.0000 0.7% 0.0000
Volume 466 802 336 72.1% 2,420
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8057 0.8019 0.7890
R3 0.7994 0.7956 0.7873
R2 0.7931 0.7931 0.7867
R1 0.7893 0.7893 0.7861 0.7881
PP 0.7868 0.7868 0.7868 0.7862
S1 0.7830 0.7830 0.7850 0.7818
S2 0.7805 0.7805 0.7844
S3 0.7742 0.7767 0.7838
S4 0.7679 0.7704 0.7821
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 0.7941 0.7843 0.0098 1.2% 0.0057 0.7% 13% False True 646
10 0.8046 0.7843 0.0203 2.6% 0.0059 0.7% 6% False True 445
20 0.8175 0.7843 0.0332 4.2% 0.0059 0.8% 4% False True 317
40 0.8175 0.7843 0.0332 4.2% 0.0056 0.7% 4% False True 216
60 0.8175 0.7766 0.0409 5.2% 0.0052 0.7% 22% False False 189
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8174
2.618 0.8071
1.618 0.8008
1.000 0.7969
0.618 0.7945
HIGH 0.7906
0.618 0.7882
0.500 0.7875
0.382 0.7867
LOW 0.7843
0.618 0.7804
1.000 0.7780
1.618 0.7741
2.618 0.7678
4.250 0.7575
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 0.7875 0.7892
PP 0.7868 0.7880
S1 0.7862 0.7868

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

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