CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 0.7766 0.7760 -0.0006 -0.1% 0.7730
High 0.7766 0.7805 0.0039 0.5% 0.7831
Low 0.7686 0.7750 0.0065 0.8% 0.7700
Close 0.7741 0.7756 0.0015 0.2% 0.7742
Range 0.0081 0.0055 -0.0025 -31.7% 0.0131
ATR 0.0054 0.0054 0.0001 1.4% 0.0000
Volume 88 394 306 347.7% 1,347
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7935 0.7900 0.7786
R3 0.7880 0.7845 0.7771
R2 0.7825 0.7825 0.7766
R1 0.7790 0.7790 0.7761 0.7780
PP 0.7770 0.7770 0.7770 0.7765
S1 0.7735 0.7735 0.7750 0.7725
S2 0.7715 0.7715 0.7745
S3 0.7660 0.7680 0.7740
S4 0.7605 0.7625 0.7725
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 0.7686 0.0146 1.9% 0.0055 0.7% 48% False False 143
10 0.7831 0.7686 0.0146 1.9% 0.0057 0.7% 48% False False 246
20 0.7880 0.7686 0.0195 2.5% 0.0051 0.7% 36% False False 189
40 0.8014 0.7686 0.0328 4.2% 0.0043 0.6% 21% False False 150
60 0.8014 0.7679 0.0335 4.3% 0.0042 0.5% 23% False False 139
80 0.8051 0.7679 0.0373 4.8% 0.0041 0.5% 21% False False 123
100 0.8177 0.7679 0.0498 6.4% 0.0039 0.5% 15% False False 104
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8039
2.618 0.7949
1.618 0.7894
1.000 0.7860
0.618 0.7839
HIGH 0.7805
0.618 0.7784
0.500 0.7778
0.382 0.7771
LOW 0.7750
0.618 0.7716
1.000 0.7695
1.618 0.7661
2.618 0.7606
4.250 0.7516
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 0.7778 0.7752
PP 0.7770 0.7749
S1 0.7763 0.7745

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

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