CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 0.7797 0.7800 0.0003 0.0% 0.7895
High 0.7825 0.7806 -0.0020 -0.2% 0.7936
Low 0.7789 0.7795 0.0006 0.1% 0.7789
Close 0.7793 0.7803 0.0010 0.1% 0.7793
Range 0.0036 0.0011 -0.0025 -70.8% 0.0146
ATR
Volume 42 27 -15 -35.7% 652
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7833 0.7828 0.7808
R3 0.7822 0.7818 0.7805
R2 0.7812 0.7812 0.7804
R1 0.7807 0.7807 0.7803 0.7809
PP 0.7801 0.7801 0.7801 0.7802
S1 0.7797 0.7797 0.7802 0.7799
S2 0.7791 0.7791 0.7801
S3 0.7780 0.7786 0.7800
S4 0.7770 0.7776 0.7797
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8278 0.8182 0.7873
R3 0.8132 0.8035 0.7833
R2 0.7985 0.7985 0.7819
R1 0.7889 0.7889 0.7806 0.7864
PP 0.7839 0.7839 0.7839 0.7827
S1 0.7743 0.7743 0.7779 0.7718
S2 0.7693 0.7693 0.7766
S3 0.7546 0.7596 0.7752
S4 0.7400 0.7450 0.7712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7936 0.7789 0.0146 1.9% 0.0044 0.6% 9% False False 47
10 0.7936 0.7768 0.0168 2.1% 0.0042 0.5% 21% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7833
1.618 0.7822
1.000 0.7816
0.618 0.7812
HIGH 0.7806
0.618 0.7801
0.500 0.7800
0.382 0.7799
LOW 0.7795
0.618 0.7789
1.000 0.7785
1.618 0.7778
2.618 0.7768
4.250 0.7750
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 0.7802 0.7813
PP 0.7801 0.7810
S1 0.7800 0.7806

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

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