CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 0.8092 0.8127 0.0035 0.4% 0.8022
High 0.8146 0.8133 -0.0013 -0.2% 0.8151
Low 0.8089 0.8107 0.0018 0.2% 0.8017
Close 0.8130 0.8128 -0.0002 0.0% 0.8130
Range 0.0057 0.0026 -0.0031 -53.5% 0.0134
ATR 0.0055 0.0053 -0.0002 -3.7% 0.0000
Volume 137 48 -89 -65.0% 646
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8202 0.8191 0.8143
R3 0.8175 0.8165 0.8135
R2 0.8149 0.8149 0.8133
R1 0.8138 0.8138 0.8130 0.8144
PP 0.8123 0.8123 0.8123 0.8125
S1 0.8112 0.8112 0.8126 0.8117
S2 0.8096 0.8096 0.8123
S3 0.8070 0.8086 0.8121
S4 0.8043 0.8059 0.8113
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8501 0.8450 0.8204
R3 0.8367 0.8316 0.8167
R2 0.8233 0.8233 0.8155
R1 0.8182 0.8182 0.8142 0.8207
PP 0.8099 0.8099 0.8099 0.8112
S1 0.8048 0.8048 0.8118 0.8074
S2 0.7965 0.7965 0.8105
S3 0.7831 0.7914 0.8093
S4 0.7697 0.7780 0.8056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8151 0.8020 0.0131 1.6% 0.0052 0.6% 82% False False 132
10 0.8151 0.7988 0.0163 2.0% 0.0054 0.7% 86% False False 121
20 0.8151 0.7960 0.0191 2.4% 0.0052 0.6% 88% False False 116
40 0.8151 0.7766 0.0385 4.7% 0.0048 0.6% 94% False False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8246
2.618 0.8202
1.618 0.8176
1.000 0.8159
0.618 0.8149
HIGH 0.8133
0.618 0.8123
0.500 0.8120
0.382 0.8117
LOW 0.8107
0.618 0.8090
1.000 0.8080
1.618 0.8064
2.618 0.8037
4.250 0.7994
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 0.8125 0.8125
PP 0.8123 0.8122
S1 0.8120 0.8119

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

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