CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 0.8142 0.8162 0.0021 0.3% 0.8127
High 0.8171 0.8166 -0.0006 -0.1% 0.8175
Low 0.8125 0.8056 -0.0069 -0.8% 0.8056
Close 0.8162 0.8085 -0.0077 -0.9% 0.8085
Range 0.0046 0.0110 0.0064 138.0% 0.0119
ATR 0.0053 0.0057 0.0004 7.7% 0.0000
Volume 75 301 226 301.3% 723
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8431 0.8367 0.8145
R3 0.8321 0.8258 0.8115
R2 0.8212 0.8212 0.8105
R1 0.8148 0.8148 0.8095 0.8125
PP 0.8102 0.8102 0.8102 0.8091
S1 0.8039 0.8039 0.8074 0.8016
S2 0.7993 0.7993 0.8064
S3 0.7883 0.7929 0.8054
S4 0.7774 0.7820 0.8024
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8462 0.8392 0.8150
R3 0.8343 0.8273 0.8117
R2 0.8224 0.8224 0.8106
R1 0.8154 0.8154 0.8095 0.8130
PP 0.8105 0.8105 0.8105 0.8093
S1 0.8035 0.8035 0.8074 0.8011
S2 0.7986 0.7986 0.8063
S3 0.7867 0.7916 0.8052
S4 0.7748 0.7797 0.8019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8175 0.8056 0.0119 1.5% 0.0057 0.7% 24% False True 144
10 0.8175 0.8017 0.0158 2.0% 0.0055 0.7% 43% False False 136
20 0.8175 0.7962 0.0214 2.6% 0.0058 0.7% 58% False False 133
40 0.8175 0.7766 0.0409 5.1% 0.0051 0.6% 78% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8631
2.618 0.8452
1.618 0.8343
1.000 0.8275
0.618 0.8233
HIGH 0.8166
0.618 0.8124
0.500 0.8111
0.382 0.8098
LOW 0.8056
0.618 0.7988
1.000 0.7947
1.618 0.7879
2.618 0.7769
4.250 0.7591
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 0.8111 0.8116
PP 0.8102 0.8105
S1 0.8093 0.8095

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

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