CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 08-Mar-2018
Day Change Summary
Previous Current
07-Mar-2018 08-Mar-2018 Change Change % Previous Week
Open 0.7758 0.7762 0.0004 0.1% 0.7923
High 0.7774 0.7787 0.0014 0.2% 0.7940
Low 0.7708 0.7733 0.0024 0.3% 0.7758
Close 0.7753 0.7761 0.0008 0.1% 0.7769
Range 0.0065 0.0055 -0.0011 -16.8% 0.0183
ATR 0.0060 0.0060 0.0000 -0.7% 0.0000
Volume 2,648 4,763 2,115 79.9% 7,973
Daily Pivots for day following 08-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7924 0.7897 0.7790
R3 0.7869 0.7842 0.7775
R2 0.7815 0.7815 0.7770
R1 0.7788 0.7788 0.7765 0.7774
PP 0.7760 0.7760 0.7760 0.7753
S1 0.7733 0.7733 0.7756 0.7719
S2 0.7705 0.7705 0.7751
S3 0.7651 0.7678 0.7746
S4 0.7596 0.7624 0.7731
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 0.7816 0.7708 0.0108 1.4% 0.0065 0.8% 49% False False 3,011
10 0.7941 0.7708 0.0234 3.0% 0.0061 0.8% 23% False False 1,933
20 0.8046 0.7708 0.0338 4.4% 0.0058 0.7% 16% False False 1,139
40 0.8175 0.7708 0.0468 6.0% 0.0058 0.8% 11% False False 645
60 0.8175 0.7708 0.0468 6.0% 0.0053 0.7% 11% False False 469
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7930
1.618 0.7875
1.000 0.7842
0.618 0.7821
HIGH 0.7787
0.618 0.7766
0.500 0.7760
0.382 0.7753
LOW 0.7733
0.618 0.7699
1.000 0.7678
1.618 0.7644
2.618 0.7590
4.250 0.7501
Fisher Pivots for day following 08-Mar-2018
Pivot 1 day 3 day
R1 0.7760 0.7757
PP 0.7760 0.7753
S1 0.7760 0.7749

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

View Archives - Comment on this page... - Back to Index of Symbols