CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 0.7903 0.7848 -0.0056 -0.7% 0.7952
High 0.7924 0.7851 -0.0073 -0.9% 0.7992
Low 0.7839 0.7785 -0.0054 -0.7% 0.7839
Close 0.7852 0.7791 -0.0061 -0.8% 0.7852
Range 0.0086 0.0066 -0.0019 -22.2% 0.0154
ATR 0.0057 0.0058 0.0001 1.3% 0.0000
Volume 78,409 73,115 -5,294 -6.8% 388,882
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8008 0.7966 0.7827
R3 0.7942 0.7899 0.7809
R2 0.7875 0.7875 0.7803
R1 0.7833 0.7833 0.7797 0.7821
PP 0.7809 0.7809 0.7809 0.7803
S1 0.7766 0.7766 0.7784 0.7754
S2 0.7742 0.7742 0.7778
S3 0.7676 0.7700 0.7772
S4 0.7609 0.7633 0.7754
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8355 0.8257 0.7936
R3 0.8201 0.8103 0.7894
R2 0.8048 0.8048 0.7880
R1 0.7950 0.7950 0.7866 0.7922
PP 0.7894 0.7894 0.7894 0.7880
S1 0.7796 0.7796 0.7837 0.7768
S2 0.7740 0.7740 0.7823
S3 0.7587 0.7642 0.7809
S4 0.7433 0.7489 0.7767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7992 0.7785 0.0208 2.7% 0.0063 0.8% 3% False True 82,370
10 0.7992 0.7785 0.0208 2.7% 0.0056 0.7% 3% False True 77,472
20 0.7992 0.7735 0.0257 3.3% 0.0055 0.7% 22% False False 74,821
40 0.7992 0.7633 0.0359 4.6% 0.0057 0.7% 44% False False 55,793
60 0.8175 0.7633 0.0542 7.0% 0.0057 0.7% 29% False False 37,283
80 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 29% False False 27,999
100 0.8175 0.7633 0.0542 7.0% 0.0054 0.7% 29% False False 22,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.8025
1.618 0.7959
1.000 0.7917
0.618 0.7892
HIGH 0.7851
0.618 0.7826
0.500 0.7818
0.382 0.7810
LOW 0.7785
0.618 0.7743
1.000 0.7718
1.618 0.7677
2.618 0.7610
4.250 0.7502
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 0.7818 0.7870
PP 0.7809 0.7843
S1 0.7800 0.7817

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

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