CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 0.8064 0.8113 0.0049 0.6% 0.8049
High 0.8131 0.8151 0.0021 0.3% 0.8100
Low 0.8063 0.8086 0.0023 0.3% 0.7988
Close 0.8128 0.8100 -0.0028 -0.3% 0.8026
Range 0.0068 0.0065 -0.0003 -3.7% 0.0112
ATR 0.0054 0.0055 0.0001 1.4% 0.0000
Volume 220 142 -78 -35.5% 521
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8307 0.8269 0.8136
R3 0.8242 0.8204 0.8118
R2 0.8177 0.8177 0.8112
R1 0.8139 0.8139 0.8106 0.8126
PP 0.8112 0.8112 0.8112 0.8106
S1 0.8074 0.8074 0.8094 0.8061
S2 0.8047 0.8047 0.8088
S3 0.7982 0.8009 0.8082
S4 0.7917 0.7944 0.8064
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 0.8151 0.8009 0.0142 1.8% 0.0055 0.7% 64% True False 130
10 0.8151 0.7962 0.0189 2.3% 0.0055 0.7% 73% True False 132
20 0.8151 0.7912 0.0240 3.0% 0.0051 0.6% 79% True False 146
40 0.8151 0.7766 0.0385 4.8% 0.0048 0.6% 87% True False 123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8427
2.618 0.8321
1.618 0.8256
1.000 0.8216
0.618 0.8191
HIGH 0.8151
0.618 0.8126
0.500 0.8119
0.382 0.8111
LOW 0.8086
0.618 0.8046
1.000 0.8021
1.618 0.7981
2.618 0.7916
4.250 0.7810
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 0.8119 0.8095
PP 0.8112 0.8090
S1 0.8106 0.8086

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

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