CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 0.7966 0.7961 -0.0005 -0.1% 0.8050
High 0.7975 0.7966 -0.0010 -0.1% 0.8077
Low 0.7937 0.7937 0.0000 0.0% 0.7895
Close 0.7941 0.7955 0.0014 0.2% 0.7942
Range 0.0038 0.0029 -0.0010 -25.0% 0.0182
ATR 0.0057 0.0055 -0.0002 -3.6% 0.0000
Volume 133 202 69 51.9% 1,075
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8038 0.8025 0.7971
R3 0.8010 0.7997 0.7963
R2 0.7981 0.7981 0.7960
R1 0.7968 0.7968 0.7958 0.7960
PP 0.7953 0.7953 0.7953 0.7949
S1 0.7940 0.7940 0.7952 0.7932
S2 0.7924 0.7924 0.7950
S3 0.7896 0.7911 0.7947
S4 0.7867 0.7883 0.7939
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8517 0.8411 0.8042
R3 0.8335 0.8229 0.7992
R2 0.8153 0.8153 0.7975
R1 0.8047 0.8047 0.7958 0.8009
PP 0.7971 0.7971 0.7971 0.7952
S1 0.7865 0.7865 0.7925 0.7827
S2 0.7789 0.7789 0.7908
S3 0.7607 0.7683 0.7891
S4 0.7425 0.7501 0.7841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8016 0.7895 0.0120 1.5% 0.0047 0.6% 50% False False 210
10 0.8175 0.7895 0.0280 3.5% 0.0059 0.7% 21% False False 199
20 0.8175 0.7895 0.0280 3.5% 0.0057 0.7% 21% False False 158
40 0.8175 0.7766 0.0409 5.1% 0.0051 0.6% 46% False False 142
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8087
2.618 0.8040
1.618 0.8012
1.000 0.7994
0.618 0.7983
HIGH 0.7966
0.618 0.7955
0.500 0.7951
0.382 0.7948
LOW 0.7937
0.618 0.7919
1.000 0.7909
1.618 0.7891
2.618 0.7862
4.250 0.7816
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 0.7954 0.7948
PP 0.7953 0.7942
S1 0.7951 0.7935

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

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