CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 0.7846 0.7805 -0.0040 -0.5% 0.7800
High 0.7871 0.7806 -0.0065 -0.8% 0.7885
Low 0.7788 0.7794 0.0006 0.1% 0.7782
Close 0.7788 0.7794 0.0006 0.1% 0.7788
Range 0.0083 0.0013 -0.0070 -84.9% 0.0103
ATR 0.0052 0.0050 -0.0002 -4.6% 0.0000
Volume 261 36 -225 -86.2% 783
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7835 0.7827 0.7800
R3 0.7823 0.7814 0.7797
R2 0.7810 0.7810 0.7796
R1 0.7802 0.7802 0.7795 0.7800
PP 0.7798 0.7798 0.7798 0.7797
S1 0.7789 0.7789 0.7792 0.7787
S2 0.7785 0.7785 0.7791
S3 0.7773 0.7777 0.7790
S4 0.7760 0.7764 0.7787
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8127 0.8060 0.7844
R3 0.8024 0.7957 0.7816
R2 0.7921 0.7921 0.7806
R1 0.7854 0.7854 0.7797 0.7836
PP 0.7818 0.7818 0.7818 0.7809
S1 0.7751 0.7751 0.7778 0.7733
S2 0.7715 0.7715 0.7769
S3 0.7612 0.7648 0.7759
S4 0.7509 0.7545 0.7731
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% 0.0052 0.7% 11% False False 158
10 0.7936 0.7782 0.0154 2.0% 0.0048 0.6% 7% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7859
2.618 0.7839
1.618 0.7826
1.000 0.7819
0.618 0.7814
HIGH 0.7806
0.618 0.7801
0.500 0.7800
0.382 0.7798
LOW 0.7794
0.618 0.7786
1.000 0.7781
1.618 0.7773
2.618 0.7761
4.250 0.7740
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 0.7800 0.7836
PP 0.7798 0.7822
S1 0.7796 0.7808

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

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