CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 0.7843 0.7807 -0.0036 -0.5% 0.7982
High 0.7849 0.7822 -0.0027 -0.3% 0.7996
Low 0.7805 0.7772 -0.0033 -0.4% 0.7856
Close 0.7810 0.7811 0.0001 0.0% 0.7912
Range 0.0045 0.0050 0.0005 12.4% 0.0141
ATR 0.0058 0.0057 -0.0001 -0.9% 0.0000
Volume 1,086 1,572 486 44.8% 2,420
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7952 0.7931 0.7839
R3 0.7902 0.7881 0.7825
R2 0.7852 0.7852 0.7820
R1 0.7831 0.7831 0.7816 0.7842
PP 0.7802 0.7802 0.7802 0.7807
S1 0.7781 0.7781 0.7806 0.7792
S2 0.7752 0.7752 0.7802
S3 0.7702 0.7731 0.7797
S4 0.7652 0.7681 0.7784
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 0.7941 0.7772 0.0169 2.2% 0.0057 0.7% 23% False True 854
10 0.8046 0.7772 0.0274 3.5% 0.0056 0.7% 14% False True 669
20 0.8171 0.7772 0.0399 5.1% 0.0059 0.8% 10% False True 435
40 0.8175 0.7772 0.0403 5.2% 0.0056 0.7% 10% False True 278
60 0.8175 0.7766 0.0409 5.2% 0.0052 0.7% 11% False False 229
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8035
2.618 0.7953
1.618 0.7903
1.000 0.7872
0.618 0.7853
HIGH 0.7822
0.618 0.7803
0.500 0.7797
0.382 0.7791
LOW 0.7772
0.618 0.7741
1.000 0.7722
1.618 0.7691
2.618 0.7641
4.250 0.7560
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 0.7806 0.7839
PP 0.7802 0.7830
S1 0.7797 0.7820

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

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