CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 0.7808 0.7780 -0.0029 -0.4% 0.7923
High 0.7816 0.7780 -0.0036 -0.5% 0.7940
Low 0.7758 0.7708 -0.0050 -0.6% 0.7758
Close 0.7769 0.7710 -0.0059 -0.8% 0.7769
Range 0.0058 0.0072 0.0014 24.1% 0.0183
ATR 0.0057 0.0058 0.0001 1.9% 0.0000
Volume 4,047 1,761 -2,286 -56.5% 7,973
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7948 0.7901 0.7750
R3 0.7876 0.7829 0.7730
R2 0.7804 0.7804 0.7723
R1 0.7757 0.7757 0.7717 0.7745
PP 0.7732 0.7732 0.7732 0.7726
S1 0.7685 0.7685 0.7703 0.7673
S2 0.7660 0.7660 0.7697
S3 0.7588 0.7613 0.7690
S4 0.7516 0.7541 0.7670
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8370 0.8252 0.7869
R3 0.8187 0.8069 0.7819
R2 0.8005 0.8005 0.7802
R1 0.7887 0.7887 0.7786 0.7855
PP 0.7822 0.7822 0.7822 0.7806
S1 0.7704 0.7704 0.7752 0.7672
S2 0.7640 0.7640 0.7736
S3 0.7457 0.7522 0.7719
S4 0.7275 0.7339 0.7669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7906 0.7708 0.0199 2.6% 0.0058 0.7% 1% False True 1,853
10 0.7996 0.7708 0.0289 3.7% 0.0058 0.8% 1% False True 1,215
20 0.8077 0.7708 0.0370 4.8% 0.0058 0.7% 1% False True 706
40 0.8175 0.7708 0.0468 6.1% 0.0058 0.8% 1% False True 420
60 0.8175 0.7708 0.0468 6.1% 0.0053 0.7% 1% False True 318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8086
2.618 0.7968
1.618 0.7896
1.000 0.7852
0.618 0.7824
HIGH 0.7780
0.618 0.7752
0.500 0.7744
0.382 0.7735
LOW 0.7708
0.618 0.7663
1.000 0.7636
1.618 0.7591
2.618 0.7519
4.250 0.7402
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 0.7744 0.7765
PP 0.7732 0.7747
S1 0.7721 0.7728

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

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