CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 0.7769 0.7752 -0.0017 -0.2% 0.7767
High 0.7785 0.7836 0.0051 0.6% 0.7815
Low 0.7735 0.7748 0.0013 0.2% 0.7738
Close 0.7741 0.7818 0.0078 1.0% 0.7763
Range 0.0050 0.0088 0.0038 75.0% 0.0077
ATR 0.0057 0.0059 0.0003 4.8% 0.0000
Volume 44,380 90,895 46,515 104.8% 292,424
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8063 0.8028 0.7866
R3 0.7976 0.7941 0.7842
R2 0.7888 0.7888 0.7834
R1 0.7853 0.7853 0.7826 0.7871
PP 0.7801 0.7801 0.7801 0.7809
S1 0.7766 0.7766 0.7810 0.7783
S2 0.7713 0.7713 0.7802
S3 0.7626 0.7678 0.7794
S4 0.7538 0.7591 0.7770
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8003 0.7960 0.7805
R3 0.7926 0.7883 0.7784
R2 0.7849 0.7849 0.7777
R1 0.7806 0.7806 0.7770 0.7789
PP 0.7772 0.7772 0.7772 0.7763
S1 0.7729 0.7729 0.7755 0.7712
S2 0.7695 0.7695 0.7748
S3 0.7618 0.7652 0.7741
S4 0.7541 0.7575 0.7720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7836 0.7735 0.0101 1.3% 0.0056 0.7% 83% True False 71,972
10 0.7836 0.7645 0.0191 2.4% 0.0061 0.8% 91% True False 80,421
20 0.7836 0.7633 0.0203 2.6% 0.0059 0.7% 91% True False 57,664
40 0.8077 0.7633 0.0444 5.7% 0.0058 0.7% 42% False False 29,185
60 0.8175 0.7633 0.0542 6.9% 0.0058 0.7% 34% False False 19,501
80 0.8175 0.7633 0.0542 6.9% 0.0054 0.7% 34% False False 14,654
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8207
2.618 0.8065
1.618 0.7977
1.000 0.7923
0.618 0.7890
HIGH 0.7836
0.618 0.7802
0.500 0.7792
0.382 0.7781
LOW 0.7748
0.618 0.7694
1.000 0.7661
1.618 0.7606
2.618 0.7519
4.250 0.7376
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 0.7809 0.7807
PP 0.7801 0.7796
S1 0.7792 0.7785

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

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