CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 0.8162 0.8050 -0.0112 -1.4% 0.8127
High 0.8166 0.8077 -0.0089 -1.1% 0.8175
Low 0.8056 0.7985 -0.0071 -0.9% 0.8056
Close 0.8085 0.8007 -0.0077 -1.0% 0.8085
Range 0.0110 0.0092 -0.0018 -16.0% 0.0119
ATR 0.0057 0.0060 0.0003 5.4% 0.0000
Volume 301 139 -162 -53.8% 723
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8299 0.8245 0.8058
R3 0.8207 0.8153 0.8032
R2 0.8115 0.8115 0.8024
R1 0.8061 0.8061 0.8015 0.8042
PP 0.8023 0.8023 0.8023 0.8014
S1 0.7969 0.7969 0.7999 0.7950
S2 0.7931 0.7931 0.7990
S3 0.7839 0.7877 0.7982
S4 0.7747 0.7785 0.7956
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 0.7985 0.0190 2.4% 0.0070 0.9% 12% False True 162
10 0.8175 0.7985 0.0190 2.4% 0.0061 0.8% 12% False True 147
20 0.8175 0.7962 0.0214 2.7% 0.0058 0.7% 21% False False 135
40 0.8175 0.7766 0.0409 5.1% 0.0051 0.6% 59% False False 124
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8468
2.618 0.8318
1.618 0.8226
1.000 0.8169
0.618 0.8134
HIGH 0.8077
0.618 0.8042
0.500 0.8031
0.382 0.8020
LOW 0.7985
0.618 0.7928
1.000 0.7893
1.618 0.7836
2.618 0.7744
4.250 0.7594
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 0.8031 0.8078
PP 0.8023 0.8054
S1 0.8015 0.8031

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

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