CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 0.7734 0.7654 -0.0080 -1.0% 0.7740
High 0.7750 0.7654 -0.0097 -1.2% 0.7750
Low 0.7660 0.7600 -0.0060 -0.8% 0.7600
Close 0.7661 0.7614 -0.0048 -0.6% 0.7614
Range 0.0090 0.0053 -0.0037 -40.6% 0.0150
ATR 0.0054 0.0055 0.0000 0.9% 0.0000
Volume 254 438 184 72.4% 1,324
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7783 0.7752 0.7643
R3 0.7729 0.7698 0.7628
R2 0.7676 0.7676 0.7623
R1 0.7645 0.7645 0.7618 0.7634
PP 0.7622 0.7622 0.7622 0.7617
S1 0.7591 0.7591 0.7609 0.7580
S2 0.7569 0.7569 0.7604
S3 0.7515 0.7538 0.7599
S4 0.7462 0.7484 0.7584
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8104 0.8009 0.7696
R3 0.7954 0.7859 0.7655
R2 0.7804 0.7804 0.7641
R1 0.7709 0.7709 0.7627 0.7682
PP 0.7655 0.7655 0.7655 0.7641
S1 0.7559 0.7559 0.7600 0.7532
S2 0.7505 0.7505 0.7586
S3 0.7355 0.7409 0.7572
S4 0.7205 0.7259 0.7531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7600 0.0150 2.0% 0.0051 0.7% 9% False True 264
10 0.7805 0.7600 0.0205 2.7% 0.0051 0.7% 7% False True 226
20 0.7880 0.7600 0.0280 3.7% 0.0053 0.7% 5% False True 226
40 0.7928 0.7600 0.0328 4.3% 0.0046 0.6% 4% False True 179
60 0.8014 0.7600 0.0413 5.4% 0.0043 0.6% 3% False True 148
80 0.8014 0.7600 0.0413 5.4% 0.0041 0.5% 3% False True 137
100 0.8177 0.7600 0.0577 7.6% 0.0040 0.5% 2% False True 119
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7881
2.618 0.7794
1.618 0.7740
1.000 0.7707
0.618 0.7687
HIGH 0.7654
0.618 0.7633
0.500 0.7627
0.382 0.7620
LOW 0.7600
0.618 0.7567
1.000 0.7547
1.618 0.7513
2.618 0.7460
4.250 0.7373
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.7627 0.7675
PP 0.7622 0.7655
S1 0.7618 0.7634

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

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