CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 0.8003 0.8049 0.0046 0.6% 0.8071
High 0.8038 0.8075 0.0037 0.5% 0.8087
Low 0.7981 0.8047 0.0066 0.8% 0.7962
Close 0.8022 0.8060 0.0037 0.5% 0.8022
Range 0.0057 0.0028 -0.0029 -50.9% 0.0125
ATR 0.0050 0.0050 0.0000 0.5% 0.0000
Volume 246 129 -117 -47.6% 685
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8145 0.8130 0.8075
R3 0.8117 0.8102 0.8067
R2 0.8089 0.8089 0.8065
R1 0.8074 0.8074 0.8062 0.8081
PP 0.8061 0.8061 0.8061 0.8064
S1 0.8046 0.8046 0.8057 0.8053
S2 0.8033 0.8033 0.8054
S3 0.8005 0.8018 0.8052
S4 0.7977 0.7990 0.8044
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 0.8075 0.7962 0.0114 1.4% 0.0052 0.6% 86% True False 155
10 0.8103 0.7962 0.0142 1.8% 0.0048 0.6% 69% False False 108
20 0.8103 0.7766 0.0337 4.2% 0.0045 0.6% 87% False False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8194
2.618 0.8148
1.618 0.8120
1.000 0.8103
0.618 0.8092
HIGH 0.8075
0.618 0.8064
0.500 0.8061
0.382 0.8058
LOW 0.8047
0.618 0.8030
1.000 0.8019
1.618 0.8002
2.618 0.7974
4.250 0.7928
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 0.8061 0.8046
PP 0.8061 0.8032
S1 0.8060 0.8018

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

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