CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 0.7992 0.8003 0.0011 0.1% 0.8071
High 0.7999 0.8038 0.0039 0.5% 0.8087
Low 0.7962 0.7981 0.0019 0.2% 0.7962
Close 0.7998 0.8022 0.0025 0.3% 0.8022
Range 0.0038 0.0057 0.0020 52.0% 0.0125
ATR 0.0049 0.0050 0.0001 1.2% 0.0000
Volume 53 246 193 364.2% 685
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8185 0.8160 0.8053
R3 0.8128 0.8103 0.8038
R2 0.8071 0.8071 0.8032
R1 0.8046 0.8046 0.8027 0.8059
PP 0.8014 0.8014 0.8014 0.8020
S1 0.7989 0.7989 0.8017 0.8002
S2 0.7957 0.7957 0.8012
S3 0.7900 0.7932 0.8006
S4 0.7843 0.7875 0.7991
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8400 0.8336 0.8091
R3 0.8274 0.8211 0.8057
R2 0.8149 0.8149 0.8045
R1 0.8086 0.8086 0.8034 0.8055
PP 0.8024 0.8024 0.8024 0.8008
S1 0.7960 0.7960 0.8010 0.7929
S2 0.7898 0.7898 0.7999
S3 0.7773 0.7835 0.7987
S4 0.7647 0.7709 0.7953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8087 0.7962 0.0125 1.6% 0.0054 0.7% 48% False False 137
10 0.8103 0.7960 0.0144 1.8% 0.0049 0.6% 44% False False 112
20 0.8103 0.7766 0.0337 4.2% 0.0048 0.6% 76% False False 126
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8280
2.618 0.8187
1.618 0.8130
1.000 0.8095
0.618 0.8073
HIGH 0.8038
0.618 0.8016
0.500 0.8010
0.382 0.8003
LOW 0.7981
0.618 0.7946
1.000 0.7924
1.618 0.7889
2.618 0.7832
4.250 0.7739
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 0.8018 0.8017
PP 0.8014 0.8012
S1 0.8010 0.8007

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

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