CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 0.7975 0.7995 0.0020 0.2% 0.7883
High 0.8003 0.8010 0.0007 0.1% 0.8003
Low 0.7960 0.7988 0.0028 0.4% 0.7880
Close 0.7997 0.8010 0.0013 0.2% 0.7997
Range 0.0043 0.0023 -0.0021 -48.3% 0.0124
ATR 0.0048 0.0046 -0.0002 -3.8% 0.0000
Volume 168 18 -150 -89.3% 951
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8070 0.8062 0.8022
R3 0.8047 0.8040 0.8016
R2 0.8025 0.8025 0.8014
R1 0.8017 0.8017 0.8012 0.8021
PP 0.8002 0.8002 0.8002 0.8004
S1 0.7995 0.7995 0.8007 0.7999
S2 0.7980 0.7980 0.8005
S3 0.7957 0.7972 0.8003
S4 0.7935 0.7950 0.7997
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8330 0.8287 0.8064
R3 0.8207 0.8163 0.8030
R2 0.8083 0.8083 0.8019
R1 0.8040 0.8040 0.8008 0.8062
PP 0.7960 0.7960 0.7960 0.7971
S1 0.7916 0.7916 0.7985 0.7938
S2 0.7836 0.7836 0.7974
S3 0.7713 0.7793 0.7963
S4 0.7589 0.7669 0.7929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8010 0.7880 0.0131 1.6% 0.0033 0.4% 100% True False 193
10 0.8010 0.7766 0.0244 3.0% 0.0037 0.5% 100% True False 119
20 0.8010 0.7766 0.0244 3.0% 0.0043 0.5% 100% True False 131
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8106
2.618 0.8069
1.618 0.8046
1.000 0.8033
0.618 0.8024
HIGH 0.8010
0.618 0.8001
0.500 0.7999
0.382 0.7996
LOW 0.7988
0.618 0.7974
1.000 0.7965
1.618 0.7951
2.618 0.7929
4.250 0.7892
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 0.8006 0.7996
PP 0.8002 0.7982
S1 0.7999 0.7969

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

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