CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 0.7780 0.7723 -0.0057 -0.7% 0.7923
High 0.7780 0.7789 0.0010 0.1% 0.7940
Low 0.7708 0.7712 0.0005 0.1% 0.7758
Close 0.7710 0.7767 0.0057 0.7% 0.7769
Range 0.0072 0.0077 0.0005 6.9% 0.0183
ATR 0.0058 0.0060 0.0001 2.6% 0.0000
Volume 1,761 1,839 78 4.4% 7,973
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7987 0.7954 0.7809
R3 0.7910 0.7877 0.7788
R2 0.7833 0.7833 0.7781
R1 0.7800 0.7800 0.7774 0.7817
PP 0.7756 0.7756 0.7756 0.7764
S1 0.7723 0.7723 0.7760 0.7740
S2 0.7679 0.7679 0.7753
S3 0.7602 0.7646 0.7746
S4 0.7525 0.7569 0.7725
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 0.7849 0.7708 0.0142 1.8% 0.0060 0.8% 42% False False 2,061
10 0.7941 0.7708 0.0234 3.0% 0.0059 0.8% 25% False False 1,353
20 0.8046 0.7708 0.0338 4.4% 0.0057 0.7% 18% False False 791
40 0.8175 0.7708 0.0468 6.0% 0.0058 0.7% 13% False False 463
60 0.8175 0.7708 0.0468 6.0% 0.0053 0.7% 13% False False 347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8116
2.618 0.7991
1.618 0.7914
1.000 0.7866
0.618 0.7837
HIGH 0.7789
0.618 0.7760
0.500 0.7751
0.382 0.7741
LOW 0.7712
0.618 0.7664
1.000 0.7635
1.618 0.7587
2.618 0.7510
4.250 0.7385
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 0.7762 0.7765
PP 0.7756 0.7763
S1 0.7751 0.7762

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

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