CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 0.7705 0.7702 -0.0004 0.0% 0.7721
High 0.7720 0.7706 -0.0014 -0.2% 0.7780
Low 0.7677 0.7675 -0.0002 0.0% 0.7655
Close 0.7701 0.7683 -0.0019 -0.2% 0.7732
Range 0.0043 0.0031 -0.0012 -28.2% 0.0125
ATR 0.0063 0.0060 -0.0002 -3.7% 0.0000
Volume 70,666 89,451 18,785 26.6% 425,495
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7779 0.7761 0.7699
R3 0.7749 0.7731 0.7691
R2 0.7718 0.7718 0.7688
R1 0.7700 0.7700 0.7685 0.7694
PP 0.7688 0.7688 0.7688 0.7685
S1 0.7670 0.7670 0.7680 0.7664
S2 0.7657 0.7657 0.7677
S3 0.7627 0.7639 0.7674
S4 0.7596 0.7609 0.7666
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8097 0.8039 0.7801
R3 0.7972 0.7914 0.7766
R2 0.7847 0.7847 0.7755
R1 0.7789 0.7789 0.7743 0.7818
PP 0.7722 0.7722 0.7722 0.7736
S1 0.7665 0.7665 0.7721 0.7693
S2 0.7597 0.7597 0.7709
S3 0.7472 0.7540 0.7698
S4 0.7347 0.7415 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7780 0.7669 0.0111 1.4% 0.0051 0.7% 13% False False 85,899
10 0.7804 0.7655 0.0149 1.9% 0.0065 0.8% 19% False False 92,121
20 0.7853 0.7655 0.0198 2.6% 0.0063 0.8% 14% False False 88,720
40 0.7992 0.7655 0.0338 4.4% 0.0059 0.8% 8% False False 82,159
60 0.7992 0.7633 0.0359 4.7% 0.0058 0.8% 14% False False 80,487
80 0.8046 0.7633 0.0413 5.4% 0.0058 0.8% 12% False False 63,860
100 0.8175 0.7633 0.0542 7.1% 0.0057 0.7% 9% False False 51,121
120 0.8175 0.7633 0.0542 7.1% 0.0056 0.7% 9% False False 42,622
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7835
2.618 0.7785
1.618 0.7755
1.000 0.7736
0.618 0.7724
HIGH 0.7706
0.618 0.7694
0.500 0.7690
0.382 0.7687
LOW 0.7675
0.618 0.7656
1.000 0.7645
1.618 0.7626
2.618 0.7595
4.250 0.7545
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 0.7690 0.7704
PP 0.7688 0.7697
S1 0.7685 0.7690

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

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