CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 0.7806 0.7792 -0.0014 -0.2% 0.7825
High 0.7809 0.7799 -0.0011 -0.1% 0.7849
Low 0.7747 0.7744 -0.0003 0.0% 0.7741
Close 0.7792 0.7764 -0.0028 -0.4% 0.7769
Range 0.0063 0.0055 -0.0008 -12.0% 0.0108
ATR 0.0058 0.0058 0.0000 -0.4% 0.0000
Volume 117,351 78,785 -38,566 -32.9% 368,187
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 0.7934 0.7904 0.7794
R3 0.7879 0.7849 0.7779
R2 0.7824 0.7824 0.7774
R1 0.7794 0.7794 0.7769 0.7781
PP 0.7769 0.7769 0.7769 0.7762
S1 0.7739 0.7739 0.7758 0.7726
S2 0.7714 0.7714 0.7753
S3 0.7659 0.7684 0.7748
S4 0.7604 0.7629 0.7733
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8110 0.8048 0.7828
R3 0.8002 0.7940 0.7799
R2 0.7894 0.7894 0.7789
R1 0.7832 0.7832 0.7779 0.7809
PP 0.7786 0.7786 0.7786 0.7775
S1 0.7724 0.7724 0.7759 0.7701
S2 0.7678 0.7678 0.7749
S3 0.7570 0.7616 0.7739
S4 0.7462 0.7508 0.7710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7744 0.0109 1.4% 0.0061 0.8% 18% False True 82,047
10 0.7862 0.7741 0.0121 1.6% 0.0058 0.7% 19% False False 77,103
20 0.7862 0.7699 0.0162 2.1% 0.0058 0.7% 40% False False 77,891
40 0.7992 0.7699 0.0293 3.8% 0.0056 0.7% 22% False False 75,559
60 0.7992 0.7633 0.0359 4.6% 0.0056 0.7% 36% False False 66,344
80 0.8175 0.7633 0.0542 7.0% 0.0057 0.7% 24% False False 49,850
100 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 24% False False 39,902
120 0.8175 0.7633 0.0542 7.0% 0.0054 0.7% 24% False False 33,275
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7942
1.618 0.7887
1.000 0.7854
0.618 0.7832
HIGH 0.7799
0.618 0.7777
0.500 0.7771
0.382 0.7765
LOW 0.7744
0.618 0.7710
1.000 0.7689
1.618 0.7655
2.618 0.7600
4.250 0.7510
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 0.7771 0.7798
PP 0.7769 0.7787
S1 0.7766 0.7775

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

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