CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 26-Dec-2017 Change Change % Previous Week
Open 0.7868 0.7883 0.0015 0.2% 0.7805
High 0.7891 0.7902 0.0011 0.1% 0.7895
Low 0.7843 0.7880 0.0037 0.5% 0.7766
Close 0.7873 0.7902 0.0028 0.4% 0.7873
Range 0.0049 0.0022 -0.0027 -54.6% 0.0129
ATR 0.0050 0.0049 -0.0002 -3.1% 0.0000
Volume 35 13 -22 -62.9% 224
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7960 0.7953 0.7914
R3 0.7938 0.7931 0.7908
R2 0.7916 0.7916 0.7906
R1 0.7909 0.7909 0.7904 0.7913
PP 0.7894 0.7894 0.7894 0.7896
S1 0.7887 0.7887 0.7899 0.7891
S2 0.7872 0.7872 0.7897
S3 0.7850 0.7865 0.7895
S4 0.7828 0.7843 0.7889
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8230 0.8180 0.7944
R3 0.8102 0.8052 0.7908
R2 0.7973 0.7973 0.7897
R1 0.7923 0.7923 0.7885 0.7948
PP 0.7845 0.7845 0.7845 0.7857
S1 0.7795 0.7795 0.7861 0.7820
S2 0.7716 0.7716 0.7849
S3 0.7588 0.7666 0.7838
S4 0.7459 0.7538 0.7802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7902 0.7766 0.0136 1.7% 0.0043 0.5% 100% True False 40
10 0.7902 0.7766 0.0136 1.7% 0.0047 0.6% 100% True False 99
20 0.7936 0.7766 0.0170 2.1% 0.0045 0.6% 80% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7995
2.618 0.7959
1.618 0.7937
1.000 0.7924
0.618 0.7915
HIGH 0.7902
0.618 0.7893
0.500 0.7891
0.382 0.7888
LOW 0.7880
0.618 0.7866
1.000 0.7858
1.618 0.7844
2.618 0.7822
4.250 0.7786
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 0.7898 0.7887
PP 0.7894 0.7872
S1 0.7891 0.7857

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

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