CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 0.8025 0.8071 0.0046 0.6% 0.7995
High 0.8103 0.8087 -0.0016 -0.2% 0.8103
Low 0.8011 0.8050 0.0039 0.5% 0.7983
Close 0.8073 0.8063 -0.0010 -0.1% 0.8073
Range 0.0092 0.0037 -0.0055 -59.2% 0.0120
ATR 0.0048 0.0047 -0.0001 -1.5% 0.0000
Volume 97 39 -58 -59.8% 267
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8179 0.8158 0.8083
R3 0.8141 0.8121 0.8073
R2 0.8104 0.8104 0.8069
R1 0.8083 0.8083 0.8066 0.8075
PP 0.8066 0.8066 0.8066 0.8062
S1 0.8046 0.8046 0.8059 0.8037
S2 0.8029 0.8029 0.8056
S3 0.7991 0.8008 0.8052
S4 0.7954 0.7971 0.8042
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8413 0.8363 0.8139
R3 0.8293 0.8243 0.8106
R2 0.8173 0.8173 0.8095
R1 0.8123 0.8123 0.8084 0.8148
PP 0.8053 0.8053 0.8053 0.8065
S1 0.8003 0.8003 0.8061 0.8028
S2 0.7933 0.7933 0.8050
S3 0.7813 0.7883 0.8039
S4 0.7693 0.7763 0.8006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8103 0.7983 0.0120 1.5% 0.0044 0.5% 66% False False 61
10 0.8103 0.7843 0.0261 3.2% 0.0041 0.5% 84% False False 129
20 0.8103 0.7766 0.0337 4.2% 0.0043 0.5% 88% False False 115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8246
2.618 0.8185
1.618 0.8148
1.000 0.8124
0.618 0.8110
HIGH 0.8087
0.618 0.8073
0.500 0.8068
0.382 0.8064
LOW 0.8050
0.618 0.8026
1.000 0.8012
1.618 0.7989
2.618 0.7951
4.250 0.7890
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 0.8068 0.8056
PP 0.8066 0.8050
S1 0.8064 0.8043

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

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