CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 28-Dec-2017
Day Change Summary
Previous Current
27-Dec-2017 28-Dec-2017 Change Change % Previous Week
Open 0.7912 0.7928 0.0016 0.2% 0.7805
High 0.7940 0.7975 0.0035 0.4% 0.7895
Low 0.7912 0.7928 0.0016 0.2% 0.7766
Close 0.7930 0.7974 0.0044 0.6% 0.7873
Range 0.0029 0.0047 0.0019 66.7% 0.0129
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 36 734 698 1,938.9% 224
Daily Pivots for day following 28-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8101 0.8085 0.8000
R3 0.8054 0.8037 0.7987
R2 0.8006 0.8006 0.7982
R1 0.7990 0.7990 0.7978 0.7998
PP 0.7959 0.7959 0.7959 0.7963
S1 0.7942 0.7942 0.7969 0.7951
S2 0.7911 0.7911 0.7965
S3 0.7864 0.7895 0.7960
S4 0.7816 0.7847 0.7947
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 0.7975 0.7812 0.0163 2.0% 0.0046 0.6% 99% True False 181
10 0.7975 0.7766 0.0209 2.6% 0.0047 0.6% 99% True False 141
20 0.7975 0.7766 0.0209 2.6% 0.0045 0.6% 99% True False 134
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8177
2.618 0.8099
1.618 0.8052
1.000 0.8022
0.618 0.8004
HIGH 0.7975
0.618 0.7957
0.500 0.7951
0.382 0.7946
LOW 0.7928
0.618 0.7898
1.000 0.7880
1.618 0.7851
2.618 0.7803
4.250 0.7726
Fisher Pivots for day following 28-Dec-2017
Pivot 1 day 3 day
R1 0.7966 0.7958
PP 0.7959 0.7943
S1 0.7951 0.7927

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

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