CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.7837 0.7825 -0.0012 -0.1% 0.7790
High 0.7862 0.7848 -0.0013 -0.2% 0.7862
Low 0.7817 0.7808 -0.0009 -0.1% 0.7699
Close 0.7825 0.7818 -0.0007 -0.1% 0.7825
Range 0.0044 0.0040 -0.0004 -10.1% 0.0162
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 73,645 46,230 -27,415 -37.2% 420,575
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.7945 0.7921 0.7840
R3 0.7905 0.7881 0.7829
R2 0.7865 0.7865 0.7825
R1 0.7841 0.7841 0.7821 0.7833
PP 0.7825 0.7825 0.7825 0.7820
S1 0.7801 0.7801 0.7814 0.7793
S2 0.7784 0.7784 0.7810
S3 0.7744 0.7761 0.7806
S4 0.7704 0.7721 0.7795
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8282 0.8216 0.7914
R3 0.8120 0.8053 0.7869
R2 0.7957 0.7957 0.7854
R1 0.7891 0.7891 0.7839 0.7924
PP 0.7795 0.7795 0.7795 0.7812
S1 0.7729 0.7729 0.7810 0.7762
S2 0.7633 0.7633 0.7795
S3 0.7470 0.7566 0.7780
S4 0.7308 0.7404 0.7735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7862 0.7699 0.0162 2.1% 0.0064 0.8% 73% False False 83,606
10 0.7862 0.7699 0.0162 2.1% 0.0057 0.7% 73% False False 78,726
20 0.7992 0.7699 0.0293 3.7% 0.0054 0.7% 40% False False 75,598
40 0.7992 0.7633 0.0359 4.6% 0.0055 0.7% 51% False False 76,371
60 0.8046 0.7633 0.0413 5.3% 0.0056 0.7% 45% False False 55,573
80 0.8175 0.7633 0.0542 6.9% 0.0056 0.7% 34% False False 41,722
100 0.8175 0.7633 0.0542 6.9% 0.0055 0.7% 34% False False 33,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8018
2.618 0.7953
1.618 0.7913
1.000 0.7888
0.618 0.7873
HIGH 0.7848
0.618 0.7833
0.500 0.7828
0.382 0.7823
LOW 0.7808
0.618 0.7783
1.000 0.7768
1.618 0.7743
2.618 0.7703
4.250 0.7638
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.7828 0.7822
PP 0.7825 0.7820
S1 0.7821 0.7819

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

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