CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 0.7807 0.7808 0.0001 0.0% 0.7923
High 0.7822 0.7816 -0.0007 -0.1% 0.7940
Low 0.7772 0.7758 -0.0015 -0.2% 0.7758
Close 0.7811 0.7769 -0.0042 -0.5% 0.7769
Range 0.0050 0.0058 0.0008 16.0% 0.0183
ATR 0.0057 0.0057 0.0000 0.1% 0.0000
Volume 1,572 4,047 2,475 157.4% 7,973
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7955 0.7920 0.7801
R3 0.7897 0.7862 0.7785
R2 0.7839 0.7839 0.7780
R1 0.7804 0.7804 0.7774 0.7792
PP 0.7781 0.7781 0.7781 0.7775
S1 0.7746 0.7746 0.7764 0.7734
S2 0.7723 0.7723 0.7758
S3 0.7665 0.7688 0.7753
S4 0.7607 0.7630 0.7737
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8370 0.8252 0.7869
R3 0.8187 0.8069 0.7819
R2 0.8005 0.8005 0.7802
R1 0.7887 0.7887 0.7786 0.7855
PP 0.7822 0.7822 0.7822 0.7806
S1 0.7704 0.7704 0.7752 0.7672
S2 0.7640 0.7640 0.7736
S3 0.7457 0.7522 0.7719
S4 0.7275 0.7339 0.7669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7940 0.7758 0.0183 2.3% 0.0055 0.7% 6% False True 1,594
10 0.8046 0.7758 0.0288 3.7% 0.0058 0.7% 4% False True 1,051
20 0.8166 0.7758 0.0408 5.3% 0.0060 0.8% 3% False True 633
40 0.8175 0.7758 0.0418 5.4% 0.0057 0.7% 3% False True 378
60 0.8175 0.7758 0.0418 5.4% 0.0052 0.7% 3% False True 289
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7967
1.618 0.7909
1.000 0.7874
0.618 0.7851
HIGH 0.7816
0.618 0.7793
0.500 0.7787
0.382 0.7780
LOW 0.7758
0.618 0.7722
1.000 0.7700
1.618 0.7664
2.618 0.7606
4.250 0.7511
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 0.7787 0.7803
PP 0.7781 0.7792
S1 0.7775 0.7780

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

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