CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 0.7982 0.7923 -0.0059 -0.7% 0.7966
High 0.7996 0.7935 -0.0061 -0.8% 0.8046
Low 0.7923 0.7889 -0.0034 -0.4% 0.7923
Close 0.7926 0.7900 -0.0026 -0.3% 0.7982
Range 0.0073 0.0046 -0.0027 -37.0% 0.0123
ATR 0.0058 0.0057 -0.0001 -1.5% 0.0000
Volume 457 1,159 702 153.6% 903
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8046 0.8019 0.7925
R3 0.8000 0.7973 0.7912
R2 0.7954 0.7954 0.7908
R1 0.7927 0.7927 0.7904 0.7917
PP 0.7908 0.7908 0.7908 0.7903
S1 0.7881 0.7881 0.7895 0.7871
S2 0.7862 0.7862 0.7891
S3 0.7816 0.7835 0.7887
S4 0.7770 0.7789 0.7874
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 0.7889 0.0157 2.0% 0.0064 0.8% 7% False True 436
10 0.8046 0.7889 0.0157 2.0% 0.0055 0.7% 7% False True 323
20 0.8175 0.7889 0.0286 3.6% 0.0058 0.7% 4% False True 240
40 0.8175 0.7843 0.0333 4.2% 0.0053 0.7% 17% False False 185
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8055
1.618 0.8009
1.000 0.7981
0.618 0.7963
HIGH 0.7935
0.618 0.7917
0.500 0.7912
0.382 0.7907
LOW 0.7889
0.618 0.7861
1.000 0.7843
1.618 0.7815
2.618 0.7769
4.250 0.7694
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 0.7912 0.7967
PP 0.7908 0.7945
S1 0.7904 0.7922

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

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