CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 0.7797 0.7750 -0.0047 -0.6% 0.7730
High 0.7831 0.7758 -0.0073 -0.9% 0.7831
Low 0.7739 0.7734 -0.0004 -0.1% 0.7700
Close 0.7750 0.7742 -0.0008 -0.1% 0.7742
Range 0.0093 0.0024 -0.0069 -74.1% 0.0131
ATR 0.0055 0.0052 -0.0002 -4.0% 0.0000
Volume 186 28 -158 -84.9% 1,347
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7816 0.7803 0.7755
R3 0.7792 0.7779 0.7748
R2 0.7768 0.7768 0.7746
R1 0.7755 0.7755 0.7744 0.7750
PP 0.7745 0.7745 0.7745 0.7742
S1 0.7731 0.7731 0.7739 0.7726
S2 0.7721 0.7721 0.7737
S3 0.7697 0.7707 0.7735
S4 0.7673 0.7683 0.7728
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8151 0.8077 0.7814
R3 0.8020 0.7946 0.7778
R2 0.7889 0.7889 0.7766
R1 0.7815 0.7815 0.7754 0.7852
PP 0.7758 0.7758 0.7758 0.7776
S1 0.7684 0.7684 0.7729 0.7721
S2 0.7627 0.7627 0.7717
S3 0.7496 0.7553 0.7705
S4 0.7365 0.7422 0.7669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7831 0.7700 0.0131 1.7% 0.0064 0.8% 32% False False 305
10 0.7880 0.7700 0.0180 2.3% 0.0055 0.7% 23% False False 227
20 0.7880 0.7700 0.0180 2.3% 0.0049 0.6% 23% False False 181
40 0.8014 0.7700 0.0314 4.0% 0.0043 0.6% 13% False False 143
60 0.8014 0.7679 0.0335 4.3% 0.0040 0.5% 19% False False 132
80 0.8051 0.7679 0.0373 4.8% 0.0040 0.5% 17% False False 118
100 0.8177 0.7679 0.0498 6.4% 0.0039 0.5% 13% False False 100
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 0.0010
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7821
1.618 0.7797
1.000 0.7782
0.618 0.7773
HIGH 0.7758
0.618 0.7749
0.500 0.7746
0.382 0.7743
LOW 0.7734
0.618 0.7719
1.000 0.7710
1.618 0.7695
2.618 0.7671
4.250 0.7632
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 0.7746 0.7767
PP 0.7745 0.7758
S1 0.7743 0.7750

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

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