CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 09-Mar-2018
Day Change Summary
Previous Current
08-Mar-2018 09-Mar-2018 Change Change % Previous Week
Open 0.7762 0.7772 0.0009 0.1% 0.7780
High 0.7787 0.7822 0.0035 0.4% 0.7822
Low 0.7733 0.7764 0.0031 0.4% 0.7708
Close 0.7761 0.7808 0.0048 0.6% 0.7808
Range 0.0055 0.0059 0.0004 7.3% 0.0115
ATR 0.0060 0.0060 0.0000 0.2% 0.0000
Volume 4,763 11,587 6,824 143.3% 22,598
Daily Pivots for day following 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7973 0.7949 0.7840
R3 0.7915 0.7891 0.7824
R2 0.7856 0.7856 0.7819
R1 0.7832 0.7832 0.7813 0.7844
PP 0.7798 0.7798 0.7798 0.7804
S1 0.7774 0.7774 0.7803 0.7786
S2 0.7739 0.7739 0.7797
S3 0.7681 0.7715 0.7792
S4 0.7622 0.7657 0.7776
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8123 0.8080 0.7871
R3 0.8008 0.7965 0.7839
R2 0.7894 0.7894 0.7829
R1 0.7851 0.7851 0.7818 0.7872
PP 0.7779 0.7779 0.7779 0.7790
S1 0.7736 0.7736 0.7798 0.7758
S2 0.7665 0.7665 0.7787
S3 0.7550 0.7622 0.7777
S4 0.7436 0.7507 0.7745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7708 0.0115 1.5% 0.0066 0.8% 88% True False 4,519
10 0.7940 0.7708 0.0233 3.0% 0.0060 0.8% 43% False False 3,057
20 0.8046 0.7708 0.0338 4.3% 0.0059 0.8% 30% False False 1,706
40 0.8175 0.7708 0.0468 6.0% 0.0058 0.7% 21% False False 928
60 0.8175 0.7708 0.0468 6.0% 0.0054 0.7% 21% False False 662
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.7975
1.618 0.7917
1.000 0.7881
0.618 0.7858
HIGH 0.7822
0.618 0.7800
0.500 0.7793
0.382 0.7786
LOW 0.7764
0.618 0.7727
1.000 0.7705
1.618 0.7669
2.618 0.7610
4.250 0.7515
Fisher Pivots for day following 09-Mar-2018
Pivot 1 day 3 day
R1 0.7803 0.7794
PP 0.7798 0.7779
S1 0.7793 0.7765

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

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