CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 0.8015 0.8024 0.0010 0.1% 0.7966
High 0.8033 0.8046 0.0013 0.2% 0.8046
Low 0.7996 0.7974 -0.0021 -0.3% 0.7923
Close 0.8021 0.7982 -0.0039 -0.5% 0.7982
Range 0.0038 0.0072 0.0034 90.7% 0.0123
ATR 0.0056 0.0057 0.0001 2.0% 0.0000
Volume 220 124 -96 -43.6% 903
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8215 0.8170 0.8021
R3 0.8144 0.8099 0.8002
R2 0.8072 0.8072 0.7995
R1 0.8027 0.8027 0.7989 0.8014
PP 0.8001 0.8001 0.8001 0.7994
S1 0.7956 0.7956 0.7975 0.7942
S2 0.7929 0.7929 0.7969
S3 0.7858 0.7884 0.7962
S4 0.7786 0.7813 0.7943
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8352 0.8290 0.8050
R3 0.8229 0.8167 0.8016
R2 0.8106 0.8106 0.8005
R1 0.8044 0.8044 0.7993 0.8075
PP 0.7983 0.7983 0.7983 0.7999
S1 0.7921 0.7921 0.7971 0.7952
S2 0.7860 0.7860 0.7959
S3 0.7737 0.7798 0.7948
S4 0.7614 0.7675 0.7914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8046 0.7923 0.0123 1.5% 0.0054 0.7% 48% True False 180
10 0.8077 0.7895 0.0182 2.3% 0.0057 0.7% 48% False False 197
20 0.8175 0.7895 0.0280 3.5% 0.0056 0.7% 31% False False 167
40 0.8175 0.7792 0.0384 4.8% 0.0053 0.7% 50% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8349
2.618 0.8233
1.618 0.8161
1.000 0.8117
0.618 0.8090
HIGH 0.8046
0.618 0.8018
0.500 0.8010
0.382 0.8001
LOW 0.7974
0.618 0.7930
1.000 0.7903
1.618 0.7858
2.618 0.7787
4.250 0.7670
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 0.8010 0.7984
PP 0.8001 0.7983
S1 0.7991 0.7983

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

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