CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 0.7721 0.7721 0.0000 0.0% 0.7712
High 0.7736 0.7754 0.0019 0.2% 0.7804
Low 0.7690 0.7716 0.0026 0.3% 0.7668
Close 0.7712 0.7737 0.0025 0.3% 0.7712
Range 0.0046 0.0039 -0.0008 -16.3% 0.0136
ATR 0.0064 0.0062 -0.0002 -2.4% 0.0000
Volume 70,635 54,418 -16,217 -23.0% 454,012
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7851 0.7832 0.7758
R3 0.7812 0.7794 0.7747
R2 0.7774 0.7774 0.7744
R1 0.7755 0.7755 0.7740 0.7765
PP 0.7735 0.7735 0.7735 0.7740
S1 0.7717 0.7717 0.7733 0.7726
S2 0.7697 0.7697 0.7729
S3 0.7658 0.7678 0.7726
S4 0.7620 0.7640 0.7715
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8136 0.8060 0.7787
R3 0.8000 0.7924 0.7749
R2 0.7864 0.7864 0.7737
R1 0.7788 0.7788 0.7724 0.7780
PP 0.7728 0.7728 0.7728 0.7724
S1 0.7652 0.7652 0.7700 0.7644
S2 0.7592 0.7592 0.7687
S3 0.7456 0.7516 0.7675
S4 0.7320 0.7380 0.7637
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% 0.0071 0.9% 51% False False 101,686
10 0.7853 0.7668 0.0185 2.4% 0.0066 0.8% 37% False False 92,125
20 0.7862 0.7668 0.0194 2.5% 0.0064 0.8% 36% False False 85,501
40 0.7992 0.7668 0.0325 4.2% 0.0058 0.8% 21% False False 79,672
60 0.7992 0.7633 0.0359 4.6% 0.0057 0.7% 29% False False 75,935
80 0.8046 0.7633 0.0413 5.3% 0.0057 0.7% 25% False False 57,236
100 0.8175 0.7633 0.0542 7.0% 0.0058 0.7% 19% False False 45,819
120 0.8175 0.7633 0.0542 7.0% 0.0055 0.7% 19% False False 38,202
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7918
2.618 0.7855
1.618 0.7816
1.000 0.7793
0.618 0.7778
HIGH 0.7754
0.618 0.7739
0.500 0.7735
0.382 0.7730
LOW 0.7716
0.618 0.7692
1.000 0.7677
1.618 0.7653
2.618 0.7615
4.250 0.7552
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 0.7736 0.7747
PP 0.7735 0.7743
S1 0.7735 0.7740

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

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