CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 0.7800 0.7809 0.0009 0.1% 0.7895
High 0.7806 0.7818 0.0013 0.2% 0.7936
Low 0.7795 0.7782 -0.0013 -0.2% 0.7789
Close 0.7803 0.7791 -0.0012 -0.1% 0.7793
Range 0.0011 0.0036 0.0026 242.9% 0.0146
ATR
Volume 27 88 61 225.9% 652
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7905 0.7884 0.7811
R3 0.7869 0.7848 0.7801
R2 0.7833 0.7833 0.7798
R1 0.7812 0.7812 0.7794 0.7805
PP 0.7797 0.7797 0.7797 0.7793
S1 0.7776 0.7776 0.7788 0.7769
S2 0.7761 0.7761 0.7784
S3 0.7725 0.7740 0.7781
S4 0.7689 0.7704 0.7771
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 0.7918 0.7782 0.0136 1.7% 0.0042 0.5% 7% False True 52
10 0.7936 0.7768 0.0168 2.1% 0.0042 0.5% 14% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7912
1.618 0.7876
1.000 0.7854
0.618 0.7840
HIGH 0.7818
0.618 0.7804
0.500 0.7800
0.382 0.7796
LOW 0.7782
0.618 0.7760
1.000 0.7746
1.618 0.7724
2.618 0.7688
4.250 0.7629
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 0.7800 0.7804
PP 0.7797 0.7799
S1 0.7794 0.7795

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

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