CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 0.7898 0.7843 -0.0055 -0.7% 0.7982
High 0.7906 0.7849 -0.0057 -0.7% 0.7996
Low 0.7843 0.7805 -0.0039 -0.5% 0.7856
Close 0.7856 0.7810 -0.0046 -0.6% 0.7912
Range 0.0063 0.0045 -0.0018 -29.4% 0.0141
ATR 0.0058 0.0058 -0.0001 -0.9% 0.0000
Volume 802 1,086 284 35.4% 2,420
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7955 0.7927 0.7834
R3 0.7910 0.7882 0.7822
R2 0.7866 0.7866 0.7818
R1 0.7838 0.7838 0.7814 0.7829
PP 0.7821 0.7821 0.7821 0.7817
S1 0.7793 0.7793 0.7805 0.7785
S2 0.7776 0.7776 0.7801
S3 0.7732 0.7748 0.7797
S4 0.7687 0.7704 0.7785
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 0.7805 0.0137 1.7% 0.0057 0.7% 4% False True 631
10 0.8046 0.7805 0.0241 3.1% 0.0060 0.8% 2% False True 534
20 0.8175 0.7805 0.0371 4.7% 0.0060 0.8% 1% False True 366
40 0.8175 0.7805 0.0371 4.7% 0.0056 0.7% 1% False True 239
60 0.8175 0.7766 0.0409 5.2% 0.0052 0.7% 11% False False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.7966
1.618 0.7921
1.000 0.7894
0.618 0.7877
HIGH 0.7849
0.618 0.7832
0.500 0.7827
0.382 0.7821
LOW 0.7805
0.618 0.7777
1.000 0.7760
1.618 0.7732
2.618 0.7688
4.250 0.7615
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 0.7827 0.7872
PP 0.7821 0.7851
S1 0.7815 0.7830

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

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