CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 0.7809 0.7800 -0.0010 -0.1% 0.7895
High 0.7818 0.7834 0.0016 0.2% 0.7936
Low 0.7782 0.7789 0.0007 0.1% 0.7789
Close 0.7791 0.7834 0.0043 0.6% 0.7793
Range 0.0036 0.0046 0.0010 26.4% 0.0146
ATR
Volume 88 258 170 193.2% 652
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7955 0.7940 0.7859
R3 0.7910 0.7895 0.7847
R2 0.7864 0.7864 0.7842
R1 0.7849 0.7849 0.7838 0.7857
PP 0.7819 0.7819 0.7819 0.7823
S1 0.7804 0.7804 0.7830 0.7811
S2 0.7773 0.7773 0.7826
S3 0.7728 0.7758 0.7821
S4 0.7682 0.7713 0.7809
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 0.7838 0.7782 0.0056 0.7% 0.0034 0.4% 94% False False 86
10 0.7936 0.7768 0.0168 2.1% 0.0043 0.6% 39% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7953
1.618 0.7908
1.000 0.7880
0.618 0.7862
HIGH 0.7834
0.618 0.7817
0.500 0.7811
0.382 0.7806
LOW 0.7789
0.618 0.7760
1.000 0.7743
1.618 0.7715
2.618 0.7669
4.250 0.7595
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 0.7826 0.7825
PP 0.7819 0.7817
S1 0.7811 0.7808

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

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