CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 0.7767 0.7795 0.0028 0.4% 0.7650
High 0.7801 0.7815 0.0015 0.2% 0.7810
Low 0.7751 0.7761 0.0011 0.1% 0.7633
Close 0.7784 0.7778 -0.0006 -0.1% 0.7787
Range 0.0050 0.0054 0.0004 8.0% 0.0177
ATR 0.0060 0.0059 0.0000 -0.7% 0.0000
Volume 67,836 76,069 8,233 12.1% 458,305
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7947 0.7916 0.7807
R3 0.7893 0.7862 0.7792
R2 0.7839 0.7839 0.7787
R1 0.7808 0.7808 0.7782 0.7796
PP 0.7785 0.7785 0.7785 0.7779
S1 0.7754 0.7754 0.7773 0.7742
S2 0.7731 0.7731 0.7768
S3 0.7677 0.7700 0.7763
S4 0.7623 0.7646 0.7748
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8274 0.8207 0.7884
R3 0.8097 0.8030 0.7835
R2 0.7920 0.7920 0.7819
R1 0.7853 0.7853 0.7803 0.7887
PP 0.7743 0.7743 0.7743 0.7760
S1 0.7676 0.7676 0.7770 0.7710
S2 0.7566 0.7566 0.7754
S3 0.7389 0.7499 0.7738
S4 0.7212 0.7322 0.7689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7815 0.7660 0.0155 2.0% 0.0071 0.9% 76% True False 92,820
10 0.7815 0.7633 0.0182 2.3% 0.0057 0.7% 79% True False 79,806
20 0.7849 0.7633 0.0216 2.8% 0.0058 0.8% 67% False False 43,897
40 0.8175 0.7633 0.0542 7.0% 0.0059 0.8% 27% False False 22,107
60 0.8175 0.7633 0.0542 7.0% 0.0057 0.7% 27% False False 14,777
80 0.8175 0.7633 0.0542 7.0% 0.0054 0.7% 27% False False 11,116
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7956
1.618 0.7902
1.000 0.7869
0.618 0.7848
HIGH 0.7815
0.618 0.7794
0.500 0.7788
0.382 0.7782
LOW 0.7761
0.618 0.7728
1.000 0.7707
1.618 0.7674
2.618 0.7620
4.250 0.7532
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 0.7788 0.7778
PP 0.7785 0.7778
S1 0.7781 0.7778

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

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