CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 14-Dec-2017
Day Change Summary
Previous Current
13-Dec-2017 14-Dec-2017 Change Change % Previous Week
Open 0.7800 0.7824 0.0024 0.3% 0.7895
High 0.7834 0.7885 0.0051 0.7% 0.7936
Low 0.7789 0.7802 0.0014 0.2% 0.7789
Close 0.7834 0.7867 0.0033 0.4% 0.7793
Range 0.0046 0.0083 0.0037 82.4% 0.0146
ATR 0.0000 0.0050 0.0050 0.0000
Volume 258 149 -109 -42.2% 652
Daily Pivots for day following 14-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8100 0.8066 0.7912
R3 0.8017 0.7983 0.7889
R2 0.7934 0.7934 0.7882
R1 0.7900 0.7900 0.7874 0.7917
PP 0.7851 0.7851 0.7851 0.7860
S1 0.7817 0.7817 0.7859 0.7834
S2 0.7768 0.7768 0.7851
S3 0.7685 0.7734 0.7844
S4 0.7602 0.7651 0.7821
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 0.7885 0.7782 0.0103 1.3% 0.0042 0.5% 82% True False 112
10 0.7936 0.7782 0.0154 2.0% 0.0048 0.6% 55% False False 137
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 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8238
2.618 0.8102
1.618 0.8019
1.000 0.7968
0.618 0.7936
HIGH 0.7885
0.618 0.7853
0.500 0.7844
0.382 0.7834
LOW 0.7802
0.618 0.7751
1.000 0.7719
1.618 0.7668
2.618 0.7585
4.250 0.7449
Fisher Pivots for day following 14-Dec-2017
Pivot 1 day 3 day
R1 0.7859 0.7856
PP 0.7851 0.7845
S1 0.7844 0.7834

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

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