CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 0.7684 0.7769 0.0084 1.1% 0.7772
High 0.7794 0.7804 0.0010 0.1% 0.7853
Low 0.7672 0.7701 0.0030 0.4% 0.7703
Close 0.7768 0.7722 -0.0046 -0.6% 0.7709
Range 0.0122 0.0103 -0.0020 -16.0% 0.0150
ATR 0.0062 0.0065 0.0003 4.6% 0.0000
Volume 138,060 126,910 -11,150 -8.1% 412,829
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 0.8050 0.7988 0.7778
R3 0.7947 0.7886 0.7750
R2 0.7845 0.7845 0.7740
R1 0.7783 0.7783 0.7731 0.7763
PP 0.7742 0.7742 0.7742 0.7732
S1 0.7681 0.7681 0.7712 0.7660
S2 0.7640 0.7640 0.7703
S3 0.7537 0.7578 0.7693
S4 0.7435 0.7476 0.7665
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 0.7804 0.7668 0.0136 1.8% 0.0079 1.0% 40% True False 109,158
10 0.7853 0.7668 0.0185 2.4% 0.0069 0.9% 29% False False 94,622
20 0.7862 0.7668 0.0194 2.5% 0.0065 0.8% 28% False False 86,481
40 0.7992 0.7668 0.0325 4.2% 0.0058 0.8% 17% False False 80,140
60 0.7992 0.7633 0.0359 4.6% 0.0058 0.7% 25% False False 73,974
80 0.8046 0.7633 0.0413 5.3% 0.0058 0.7% 21% False False 55,678
100 0.8175 0.7633 0.0542 7.0% 0.0058 0.7% 16% False False 44,570
120 0.8175 0.7633 0.0542 7.0% 0.0055 0.7% 16% False False 37,160
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 0.8239
2.618 0.8072
1.618 0.7969
1.000 0.7906
0.618 0.7867
HIGH 0.7804
0.618 0.7764
0.500 0.7752
0.382 0.7740
LOW 0.7701
0.618 0.7638
1.000 0.7599
1.618 0.7535
2.618 0.7433
4.250 0.7265
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 0.7752 0.7736
PP 0.7742 0.7731
S1 0.7732 0.7726

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

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