CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 0.8024 0.7982 -0.0043 -0.5% 0.7966
High 0.8046 0.7996 -0.0050 -0.6% 0.8046
Low 0.7974 0.7923 -0.0051 -0.6% 0.7923
Close 0.7982 0.7926 -0.0057 -0.7% 0.7982
Range 0.0072 0.0073 0.0002 2.1% 0.0123
ATR 0.0057 0.0058 0.0001 2.0% 0.0000
Volume 124 457 333 268.5% 903
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8167 0.8119 0.7966
R3 0.8094 0.8046 0.7946
R2 0.8021 0.8021 0.7939
R1 0.7973 0.7973 0.7932 0.7961
PP 0.7948 0.7948 0.7948 0.7942
S1 0.7900 0.7900 0.7919 0.7888
S2 0.7875 0.7875 0.7912
S3 0.7802 0.7827 0.7905
S4 0.7729 0.7754 0.7885
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 1.6% 0.0061 0.8% 2% False False 245
10 0.8046 0.7895 0.0151 1.9% 0.0055 0.7% 20% False False 229
20 0.8175 0.7895 0.0280 3.5% 0.0058 0.7% 11% False False 188
40 0.8175 0.7812 0.0363 4.6% 0.0054 0.7% 31% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8306
2.618 0.8187
1.618 0.8114
1.000 0.8069
0.618 0.8041
HIGH 0.7996
0.618 0.7968
0.500 0.7960
0.382 0.7951
LOW 0.7923
0.618 0.7878
1.000 0.7850
1.618 0.7805
2.618 0.7732
4.250 0.7613
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 0.7960 0.7984
PP 0.7948 0.7965
S1 0.7937 0.7945

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

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