CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 25-May-2018
Day Change Summary
Previous Current
24-May-2018 25-May-2018 Change Change % Previous Week
Open 0.7792 0.7768 -0.0024 -0.3% 0.7772
High 0.7799 0.7770 -0.0029 -0.4% 0.7853
Low 0.7744 0.7703 -0.0041 -0.5% 0.7703
Close 0.7764 0.7709 -0.0054 -0.7% 0.7709
Range 0.0055 0.0067 0.0012 21.8% 0.0150
ATR 0.0058 0.0058 0.0001 1.2% 0.0000
Volume 78,785 83,631 4,846 6.2% 412,829
Daily Pivots for day following 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.7928 0.7886 0.7746
R3 0.7861 0.7819 0.7727
R2 0.7794 0.7794 0.7721
R1 0.7752 0.7752 0.7715 0.7739
PP 0.7727 0.7727 0.7727 0.7721
S1 0.7685 0.7685 0.7703 0.7672
S2 0.7660 0.7660 0.7697
S3 0.7593 0.7617 0.7691
S4 0.7526 0.7550 0.7672
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.8205 0.8107 0.7792
R3 0.8055 0.7957 0.7750
R2 0.7905 0.7905 0.7737
R1 0.7807 0.7807 0.7723 0.7781
PP 0.7755 0.7755 0.7755 0.7742
S1 0.7657 0.7657 0.7695 0.7631
S2 0.7605 0.7605 0.7682
S3 0.7455 0.7507 0.7668
S4 0.7305 0.7357 0.7627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7703 0.0150 1.9% 0.0060 0.8% 4% False True 82,565
10 0.7853 0.7703 0.0150 1.9% 0.0060 0.8% 4% False True 78,101
20 0.7862 0.7699 0.0162 2.1% 0.0059 0.8% 6% False False 79,237
40 0.7992 0.7699 0.0293 3.8% 0.0056 0.7% 3% False False 75,972
60 0.7992 0.7633 0.0359 4.7% 0.0057 0.7% 21% False False 67,712
80 0.8171 0.7633 0.0538 7.0% 0.0057 0.7% 14% False False 50,892
100 0.8175 0.7633 0.0542 7.0% 0.0057 0.7% 14% False False 40,738
120 0.8175 0.7633 0.0542 7.0% 0.0054 0.7% 14% False False 33,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8054
2.618 0.7945
1.618 0.7878
1.000 0.7837
0.618 0.7811
HIGH 0.7770
0.618 0.7744
0.500 0.7736
0.382 0.7728
LOW 0.7703
0.618 0.7661
1.000 0.7635
1.618 0.7594
2.618 0.7527
4.250 0.7418
Fisher Pivots for day following 25-May-2018
Pivot 1 day 3 day
R1 0.7736 0.7756
PP 0.7727 0.7740
S1 0.7718 0.7725

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

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