CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 0.7887 0.7923 0.0037 0.5% 0.7982
High 0.7941 0.7940 -0.0001 0.0% 0.7996
Low 0.7874 0.7882 0.0008 0.1% 0.7856
Close 0.7912 0.7901 -0.0011 -0.1% 0.7912
Range 0.0067 0.0058 -0.0009 -13.4% 0.0141
ATR 0.0058 0.0058 0.0000 0.0% 0.0000
Volume 347 466 119 34.3% 2,420
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8082 0.8049 0.7933
R3 0.8024 0.7991 0.7917
R2 0.7966 0.7966 0.7912
R1 0.7933 0.7933 0.7906 0.7921
PP 0.7908 0.7908 0.7908 0.7901
S1 0.7875 0.7875 0.7896 0.7863
S2 0.7850 0.7850 0.7890
S3 0.7792 0.7817 0.7885
S4 0.7734 0.7759 0.7869
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8343 0.8268 0.7989
R3 0.8202 0.8127 0.7951
R2 0.8062 0.8062 0.7938
R1 0.7987 0.7987 0.7925 0.7954
PP 0.7921 0.7921 0.7921 0.7905
S1 0.7846 0.7846 0.7899 0.7814
S2 0.7781 0.7781 0.7886
S3 0.7640 0.7706 0.7873
S4 0.7500 0.7565 0.7835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7996 0.7856 0.0141 1.8% 0.0059 0.7% 32% False False 577
10 0.8046 0.7856 0.0190 2.4% 0.0056 0.7% 24% False False 378
20 0.8175 0.7856 0.0320 4.0% 0.0058 0.7% 14% False False 279
40 0.8175 0.7856 0.0320 4.0% 0.0055 0.7% 14% False False 215
60 0.8175 0.7766 0.0409 5.2% 0.0052 0.7% 33% False False 177
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8092
1.618 0.8034
1.000 0.7998
0.618 0.7976
HIGH 0.7940
0.618 0.7918
0.500 0.7911
0.382 0.7904
LOW 0.7882
0.618 0.7846
1.000 0.7824
1.618 0.7788
2.618 0.7730
4.250 0.7636
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 0.7911 0.7900
PP 0.7908 0.7899
S1 0.7904 0.7898

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

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