CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 0.7842 0.7853 0.0011 0.1% 0.7769
High 0.7857 0.7867 0.0010 0.1% 0.7867
Low 0.7820 0.7826 0.0006 0.1% 0.7735
Close 0.7850 0.7836 -0.0015 -0.2% 0.7836
Range 0.0037 0.0042 0.0004 10.7% 0.0132
ATR 0.0058 0.0056 -0.0001 -2.0% 0.0000
Volume 70,702 73,075 2,373 3.4% 360,467
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7967 0.7943 0.7858
R3 0.7926 0.7901 0.7847
R2 0.7884 0.7884 0.7843
R1 0.7860 0.7860 0.7839 0.7851
PP 0.7843 0.7843 0.7843 0.7838
S1 0.7818 0.7818 0.7832 0.7810
S2 0.7801 0.7801 0.7828
S3 0.7760 0.7777 0.7824
S4 0.7718 0.7735 0.7813
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8209 0.8154 0.7908
R3 0.8077 0.8022 0.7872
R2 0.7945 0.7945 0.7860
R1 0.7890 0.7890 0.7848 0.7917
PP 0.7813 0.7813 0.7813 0.7826
S1 0.7758 0.7758 0.7823 0.7785
S2 0.7680 0.7680 0.7811
S3 0.7548 0.7626 0.7799
S4 0.7416 0.7494 0.7763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7867 0.7735 0.0132 1.7% 0.0054 0.7% 76% True False 72,093
10 0.7867 0.7735 0.0132 1.7% 0.0053 0.7% 76% True False 74,208
20 0.7867 0.7633 0.0234 3.0% 0.0055 0.7% 87% True False 68,461
40 0.8046 0.7633 0.0413 5.3% 0.0057 0.7% 49% False False 34,800
60 0.8175 0.7633 0.0542 6.9% 0.0057 0.7% 37% False False 23,250
80 0.8175 0.7633 0.0542 6.9% 0.0054 0.7% 37% False False 17,467
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8043
2.618 0.7976
1.618 0.7934
1.000 0.7909
0.618 0.7893
HIGH 0.7867
0.618 0.7851
0.500 0.7846
0.382 0.7841
LOW 0.7826
0.618 0.7800
1.000 0.7784
1.618 0.7758
2.618 0.7717
4.250 0.7649
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 0.7846 0.7834
PP 0.7843 0.7832
S1 0.7839 0.7831

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

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