CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 0.8016 0.7973 -0.0043 -0.5% 0.8127
High 0.8016 0.7978 -0.0038 -0.5% 0.8175
Low 0.7965 0.7942 -0.0023 -0.3% 0.8056
Close 0.7967 0.7956 -0.0011 -0.1% 0.8085
Range 0.0051 0.0036 -0.0015 -29.4% 0.0119
ATR 0.0058 0.0057 -0.0002 -2.7% 0.0000
Volume 240 235 -5 -2.1% 723
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8066 0.8047 0.7976
R3 0.8030 0.8011 0.7966
R2 0.7994 0.7994 0.7963
R1 0.7975 0.7975 0.7959 0.7967
PP 0.7958 0.7958 0.7958 0.7954
S1 0.7939 0.7939 0.7953 0.7931
S2 0.7922 0.7922 0.7949
S3 0.7886 0.7903 0.7946
S4 0.7850 0.7867 0.7936
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 0.8166 0.7942 0.0224 2.8% 0.0067 0.8% 6% False True 226
10 0.8175 0.7942 0.0234 2.9% 0.0057 0.7% 6% False True 169
20 0.8175 0.7942 0.0234 2.9% 0.0056 0.7% 6% False True 151
40 0.8175 0.7766 0.0409 5.1% 0.0052 0.7% 46% False False 140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8072
1.618 0.8036
1.000 0.8014
0.618 0.8000
HIGH 0.7978
0.618 0.7964
0.500 0.7960
0.382 0.7955
LOW 0.7942
0.618 0.7919
1.000 0.7906
1.618 0.7883
2.618 0.7847
4.250 0.7789
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 0.7960 0.7979
PP 0.7958 0.7971
S1 0.7957 0.7964

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

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