CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 0.8022 0.8030 0.0007 0.1% 0.8049
High 0.8051 0.8063 0.0013 0.2% 0.8100
Low 0.8017 0.8020 0.0003 0.0% 0.7988
Close 0.8043 0.8055 0.0012 0.1% 0.8026
Range 0.0033 0.0043 0.0010 28.4% 0.0112
ATR 0.0053 0.0053 -0.0001 -1.4% 0.0000
Volume 32 115 83 259.4% 521
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8175 0.8158 0.8079
R3 0.8132 0.8115 0.8067
R2 0.8089 0.8089 0.8063
R1 0.8072 0.8072 0.8059 0.8081
PP 0.8046 0.8046 0.8046 0.8050
S1 0.8029 0.8029 0.8051 0.8038
S2 0.8003 0.8003 0.8047
S3 0.7960 0.7986 0.8043
S4 0.7917 0.7943 0.8031
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% 0.0060 0.7% 60% False False 107
10 0.8100 0.7962 0.0139 1.7% 0.0056 0.7% 68% False False 131
20 0.8103 0.7843 0.0261 3.2% 0.0048 0.6% 82% False False 130
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 0.8246
2.618 0.8176
1.618 0.8133
1.000 0.8106
0.618 0.8090
HIGH 0.8063
0.618 0.8047
0.500 0.8042
0.382 0.8036
LOW 0.8020
0.618 0.7993
1.000 0.7977
1.618 0.7950
2.618 0.7907
4.250 0.7837
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 0.8051 0.8051
PP 0.8046 0.8046
S1 0.8042 0.8042

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

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