CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 0.7825 0.7818 -0.0008 -0.1% 0.7790
High 0.7848 0.7822 -0.0027 -0.3% 0.7862
Low 0.7808 0.7741 -0.0067 -0.9% 0.7699
Close 0.7818 0.7777 -0.0041 -0.5% 0.7825
Range 0.0040 0.0081 0.0041 101.2% 0.0162
ATR 0.0055 0.0057 0.0002 3.3% 0.0000
Volume 46,230 92,265 46,035 99.6% 420,575
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 0.8021 0.7979 0.7821
R3 0.7941 0.7899 0.7799
R2 0.7860 0.7860 0.7791
R1 0.7818 0.7818 0.7784 0.7799
PP 0.7780 0.7780 0.7780 0.7770
S1 0.7738 0.7738 0.7769 0.7719
S2 0.7699 0.7699 0.7762
S3 0.7619 0.7657 0.7754
S4 0.7538 0.7577 0.7732
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8282 0.8216 0.7914
R3 0.8120 0.8053 0.7869
R2 0.7957 0.7957 0.7854
R1 0.7891 0.7891 0.7839 0.7924
PP 0.7795 0.7795 0.7795 0.7812
S1 0.7729 0.7729 0.7810 0.7762
S2 0.7633 0.7633 0.7795
S3 0.7470 0.7566 0.7780
S4 0.7308 0.7404 0.7735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7862 0.7712 0.0149 1.9% 0.0065 0.8% 43% False False 81,429
10 0.7862 0.7699 0.0162 2.1% 0.0059 0.8% 48% False False 79,467
20 0.7978 0.7699 0.0279 3.6% 0.0057 0.7% 28% False False 76,964
40 0.7992 0.7645 0.0347 4.5% 0.0056 0.7% 38% False False 76,633
60 0.7996 0.7633 0.0363 4.7% 0.0056 0.7% 40% False False 57,109
80 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 26% False False 42,873
100 0.8175 0.7633 0.0542 7.0% 0.0055 0.7% 26% False False 34,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8164
2.618 0.8032
1.618 0.7952
1.000 0.7902
0.618 0.7871
HIGH 0.7822
0.618 0.7791
0.500 0.7781
0.382 0.7772
LOW 0.7741
0.618 0.7691
1.000 0.7660
1.618 0.7611
2.618 0.7530
4.250 0.7399
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 0.7781 0.7801
PP 0.7780 0.7793
S1 0.7778 0.7785

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

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