CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 0.7732 0.7678 -0.0055 -0.7% 0.7821
High 0.7740 0.7680 -0.0060 -0.8% 0.7827
Low 0.7668 0.7645 -0.0023 -0.3% 0.7645
Close 0.7674 0.7650 -0.0024 -0.3% 0.7650
Range 0.0072 0.0035 -0.0037 -51.4% 0.0182
ATR 0.0059 0.0057 -0.0002 -2.9% 0.0000
Volume 60,853 94,712 33,859 55.6% 246,440
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7763 0.7742 0.7669
R3 0.7728 0.7707 0.7660
R2 0.7693 0.7693 0.7656
R1 0.7672 0.7672 0.7653 0.7665
PP 0.7658 0.7658 0.7658 0.7655
S1 0.7637 0.7637 0.7647 0.7630
S2 0.7623 0.7623 0.7644
S3 0.7588 0.7602 0.7640
S4 0.7553 0.7567 0.7631
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8252 0.8132 0.7750
R3 0.8070 0.7951 0.7700
R2 0.7889 0.7889 0.7683
R1 0.7769 0.7769 0.7667 0.7738
PP 0.7707 0.7707 0.7707 0.7692
S1 0.7588 0.7588 0.7633 0.7557
S2 0.7526 0.7526 0.7617
S3 0.7344 0.7406 0.7600
S4 0.7163 0.7225 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7827 0.7645 0.0182 2.4% 0.0052 0.7% 3% False True 49,288
10 0.7827 0.7645 0.0182 2.4% 0.0059 0.8% 3% False True 26,903
20 0.8046 0.7645 0.0401 5.2% 0.0058 0.8% 1% False True 13,977
40 0.8175 0.7645 0.0530 6.9% 0.0057 0.7% 1% False True 7,072
60 0.8175 0.7645 0.0530 6.9% 0.0054 0.7% 1% False True 4,756
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7829
2.618 0.7772
1.618 0.7737
1.000 0.7715
0.618 0.7702
HIGH 0.7680
0.618 0.7667
0.500 0.7663
0.382 0.7658
LOW 0.7645
0.618 0.7623
1.000 0.7610
1.618 0.7588
2.618 0.7553
4.250 0.7496
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 0.7663 0.7700
PP 0.7658 0.7683
S1 0.7654 0.7667

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

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