CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 0.7752 0.7819 0.0067 0.9% 0.7767
High 0.7836 0.7850 0.0014 0.2% 0.7815
Low 0.7748 0.7795 0.0047 0.6% 0.7738
Close 0.7818 0.7829 0.0011 0.1% 0.7763
Range 0.0088 0.0055 -0.0033 -37.1% 0.0077
ATR 0.0059 0.0059 0.0000 -0.5% 0.0000
Volume 90,895 81,415 -9,480 -10.4% 292,424
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7989 0.7964 0.7859
R3 0.7934 0.7909 0.7844
R2 0.7879 0.7879 0.7839
R1 0.7854 0.7854 0.7834 0.7867
PP 0.7824 0.7824 0.7824 0.7831
S1 0.7799 0.7799 0.7824 0.7812
S2 0.7769 0.7769 0.7819
S3 0.7714 0.7744 0.7814
S4 0.7659 0.7689 0.7799
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 0.7850 0.7735 0.0115 1.5% 0.0057 0.7% 82% True False 73,041
10 0.7850 0.7660 0.0190 2.4% 0.0064 0.8% 89% True False 82,931
20 0.7850 0.7633 0.0217 2.8% 0.0057 0.7% 91% True False 61,642
40 0.8046 0.7633 0.0413 5.3% 0.0057 0.7% 48% False False 31,217
60 0.8175 0.7633 0.0542 6.9% 0.0057 0.7% 36% False False 20,856
80 0.8175 0.7633 0.0542 6.9% 0.0054 0.7% 36% False False 15,671
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.7993
1.618 0.7938
1.000 0.7905
0.618 0.7883
HIGH 0.7850
0.618 0.7828
0.500 0.7822
0.382 0.7816
LOW 0.7795
0.618 0.7761
1.000 0.7740
1.618 0.7706
2.618 0.7651
4.250 0.7561
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 0.7827 0.7817
PP 0.7824 0.7805
S1 0.7822 0.7792

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

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