CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 0.7883 0.7912 0.0029 0.4% 0.7805
High 0.7902 0.7940 0.0039 0.5% 0.7895
Low 0.7880 0.7912 0.0032 0.4% 0.7766
Close 0.7902 0.7930 0.0028 0.4% 0.7873
Range 0.0022 0.0029 0.0007 29.5% 0.0129
ATR 0.0049 0.0048 -0.0001 -1.5% 0.0000
Volume 13 36 23 176.9% 224
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8013 0.8000 0.7945
R3 0.7984 0.7971 0.7937
R2 0.7956 0.7956 0.7935
R1 0.7943 0.7943 0.7932 0.7949
PP 0.7927 0.7927 0.7927 0.7930
S1 0.7914 0.7914 0.7927 0.7921
S2 0.7899 0.7899 0.7924
S3 0.7870 0.7886 0.7922
S4 0.7842 0.7857 0.7914
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 0.7940 0.7792 0.0148 1.9% 0.0041 0.5% 93% True False 40
10 0.7940 0.7766 0.0174 2.2% 0.0047 0.6% 94% True False 94
20 0.7940 0.7766 0.0174 2.2% 0.0044 0.6% 94% True False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8061
2.618 0.8015
1.618 0.7986
1.000 0.7969
0.618 0.7958
HIGH 0.7940
0.618 0.7929
0.500 0.7926
0.382 0.7922
LOW 0.7912
0.618 0.7894
1.000 0.7883
1.618 0.7865
2.618 0.7837
4.250 0.7790
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 0.7928 0.7917
PP 0.7927 0.7904
S1 0.7926 0.7891

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

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