CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 0.8075 0.8022 -0.0053 -0.7% 0.8049
High 0.8075 0.8051 -0.0025 -0.3% 0.8100
Low 0.8009 0.8017 0.0008 0.1% 0.7988
Close 0.8026 0.8043 0.0018 0.2% 0.8026
Range 0.0066 0.0033 -0.0033 -49.2% 0.0112
ATR 0.0055 0.0053 -0.0002 -2.8% 0.0000
Volume 141 32 -109 -77.3% 521
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8137 0.8124 0.8061
R3 0.8104 0.8090 0.8052
R2 0.8070 0.8070 0.8049
R1 0.8057 0.8057 0.8046 0.8063
PP 0.8037 0.8037 0.8037 0.8040
S1 0.8023 0.8023 0.8040 0.8030
S2 0.8003 0.8003 0.8037
S3 0.7970 0.7990 0.8034
S4 0.7936 0.7956 0.8025
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8374 0.8312 0.8087
R3 0.8262 0.8200 0.8056
R2 0.8150 0.8150 0.8046
R1 0.8088 0.8088 0.8036 0.8063
PP 0.8038 0.8038 0.8038 0.8025
S1 0.7976 0.7976 0.8015 0.7951
S2 0.7926 0.7926 0.8005
S3 0.7814 0.7864 0.7995
S4 0.7702 0.7752 0.7964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8100 0.7988 0.0112 1.4% 0.0057 0.7% 49% False False 110
10 0.8100 0.7962 0.0139 1.7% 0.0055 0.7% 59% False False 123
20 0.8103 0.7812 0.0291 3.6% 0.0050 0.6% 79% False False 128
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8138
1.618 0.8105
1.000 0.8084
0.618 0.8071
HIGH 0.8051
0.618 0.8038
0.500 0.8034
0.382 0.8030
LOW 0.8017
0.618 0.7996
1.000 0.7984
1.618 0.7963
2.618 0.7929
4.250 0.7875
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 0.8040 0.8043
PP 0.8037 0.8042
S1 0.8034 0.8042

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

View Archives - Comment on this page... - Back to Index of Symbols