CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 0.7955 0.8015 0.0060 0.7% 0.8050
High 0.8015 0.8033 0.0018 0.2% 0.8077
Low 0.7923 0.7996 0.0073 0.9% 0.7895
Close 0.8001 0.8021 0.0020 0.2% 0.7942
Range 0.0093 0.0038 -0.0055 -59.5% 0.0182
ATR 0.0057 0.0056 -0.0001 -2.5% 0.0000
Volume 224 220 -4 -1.8% 1,075
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8129 0.8113 0.8042
R3 0.8092 0.8075 0.8031
R2 0.8054 0.8054 0.8028
R1 0.8038 0.8038 0.8024 0.8046
PP 0.8017 0.8017 0.8017 0.8021
S1 0.8000 0.8000 0.8018 0.8008
S2 0.7979 0.7979 0.8014
S3 0.7942 0.7963 0.8011
S4 0.7904 0.7925 0.8000
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 0.8033 0.7895 0.0138 1.7% 0.0055 0.7% 91% True False 204
10 0.8166 0.7895 0.0270 3.4% 0.0061 0.8% 47% False False 215
20 0.8175 0.7895 0.0280 3.5% 0.0056 0.7% 45% False False 168
40 0.8175 0.7766 0.0409 5.1% 0.0052 0.7% 62% False False 145
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8131
1.618 0.8094
1.000 0.8071
0.618 0.8056
HIGH 0.8033
0.618 0.8019
0.500 0.8014
0.382 0.8010
LOW 0.7996
0.618 0.7972
1.000 0.7958
1.618 0.7935
2.618 0.7897
4.250 0.7836
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 0.8019 0.8007
PP 0.8017 0.7992
S1 0.8014 0.7978

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

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