CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 29-Dec-2017
Day Change Summary
Previous Current
28-Dec-2017 29-Dec-2017 Change Change % Previous Week
Open 0.7928 0.7975 0.0047 0.6% 0.7883
High 0.7975 0.8003 0.0028 0.4% 0.8003
Low 0.7928 0.7960 0.0032 0.4% 0.7880
Close 0.7974 0.7997 0.0023 0.3% 0.7997
Range 0.0047 0.0043 -0.0004 -8.4% 0.0124
ATR 0.0048 0.0048 0.0000 -0.6% 0.0000
Volume 734 168 -566 -77.1% 951
Daily Pivots for day following 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8117 0.8100 0.8020
R3 0.8073 0.8057 0.8008
R2 0.8030 0.8030 0.8004
R1 0.8013 0.8013 0.8000 0.8022
PP 0.7986 0.7986 0.7986 0.7991
S1 0.7970 0.7970 0.7993 0.7978
S2 0.7943 0.7943 0.7989
S3 0.7899 0.7926 0.7985
S4 0.7856 0.7883 0.7973
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8330 0.8287 0.8064
R3 0.8207 0.8163 0.8030
R2 0.8083 0.8083 0.8019
R1 0.8040 0.8040 0.8008 0.8062
PP 0.7960 0.7960 0.7960 0.7971
S1 0.7916 0.7916 0.7985 0.7938
S2 0.7836 0.7836 0.7974
S3 0.7713 0.7793 0.7963
S4 0.7589 0.7669 0.7929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8003 0.7843 0.0161 2.0% 0.0038 0.5% 96% True False 197
10 0.8003 0.7766 0.0237 3.0% 0.0043 0.5% 97% True False 143
20 0.8003 0.7766 0.0237 3.0% 0.0046 0.6% 97% True False 140
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8188
2.618 0.8117
1.618 0.8073
1.000 0.8046
0.618 0.8030
HIGH 0.8003
0.618 0.7986
0.500 0.7981
0.382 0.7976
LOW 0.7960
0.618 0.7933
1.000 0.7916
1.618 0.7889
2.618 0.7846
4.250 0.7775
Fisher Pivots for day following 29-Dec-2017
Pivot 1 day 3 day
R1 0.7991 0.7983
PP 0.7986 0.7970
S1 0.7981 0.7957

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

View Archives - Comment on this page... - Back to Index of Symbols