CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 01-Feb-2018
Day Change Summary
Previous Current
31-Jan-2018 01-Feb-2018 Change Change % Previous Week
Open 0.8112 0.8142 0.0030 0.4% 0.8022
High 0.8175 0.8171 -0.0004 0.0% 0.8151
Low 0.8112 0.8125 0.0013 0.2% 0.8017
Close 0.8141 0.8162 0.0021 0.3% 0.8130
Range 0.0063 0.0046 -0.0017 -27.0% 0.0134
ATR 0.0053 0.0053 -0.0001 -1.0% 0.0000
Volume 204 75 -129 -63.2% 646
Daily Pivots for day following 01-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8290 0.8272 0.8187
R3 0.8244 0.8226 0.8174
R2 0.8198 0.8198 0.8170
R1 0.8180 0.8180 0.8166 0.8189
PP 0.8153 0.8153 0.8153 0.8157
S1 0.8134 0.8134 0.8157 0.8143
S2 0.8107 0.8107 0.8153
S3 0.8061 0.8088 0.8149
S4 0.8015 0.8042 0.8136
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 0.8175 0.8089 0.0086 1.1% 0.0047 0.6% 84% False False 111
10 0.8175 0.8009 0.0166 2.0% 0.0051 0.6% 92% False False 120
20 0.8175 0.7962 0.0214 2.6% 0.0055 0.7% 94% False False 123
40 0.8175 0.7766 0.0409 5.0% 0.0049 0.6% 97% False False 117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8366
2.618 0.8291
1.618 0.8245
1.000 0.8217
0.618 0.8199
HIGH 0.8171
0.618 0.8153
0.500 0.8148
0.382 0.8143
LOW 0.8125
0.618 0.8097
1.000 0.8079
1.618 0.8051
2.618 0.8005
4.250 0.7930
Fisher Pivots for day following 01-Feb-2018
Pivot 1 day 3 day
R1 0.8157 0.8153
PP 0.8153 0.8144
S1 0.8148 0.8135

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

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