CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 0.7956 0.7952 -0.0004 0.0% 0.7836
High 0.7977 0.7970 -0.0007 -0.1% 0.7983
Low 0.7936 0.7932 -0.0004 -0.1% 0.7811
Close 0.7939 0.7968 0.0028 0.4% 0.7939
Range 0.0041 0.0038 -0.0003 -6.2% 0.0173
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 61,251 50,145 -11,106 -18.1% 381,543
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8070 0.8057 0.7988
R3 0.8032 0.8019 0.7978
R2 0.7994 0.7994 0.7974
R1 0.7981 0.7981 0.7971 0.7987
PP 0.7956 0.7956 0.7956 0.7960
S1 0.7943 0.7943 0.7964 0.7950
S2 0.7918 0.7918 0.7961
S3 0.7880 0.7905 0.7957
S4 0.7842 0.7867 0.7947
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8428 0.8356 0.8034
R3 0.8256 0.8184 0.7986
R2 0.8083 0.8083 0.7971
R1 0.8011 0.8011 0.7955 0.8047
PP 0.7911 0.7911 0.7911 0.7929
S1 0.7839 0.7839 0.7923 0.7875
S2 0.7738 0.7738 0.7907
S3 0.7566 0.7666 0.7892
S4 0.7393 0.7494 0.7844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7983 0.7879 0.0104 1.3% 0.0049 0.6% 85% False False 72,575
10 0.7983 0.7748 0.0235 2.9% 0.0055 0.7% 93% False False 74,777
20 0.7983 0.7633 0.0350 4.4% 0.0056 0.7% 96% False False 77,144
40 0.8046 0.7633 0.0413 5.2% 0.0057 0.7% 81% False False 45,560
60 0.8175 0.7633 0.0542 6.8% 0.0057 0.7% 62% False False 30,430
80 0.8175 0.7633 0.0542 6.8% 0.0055 0.7% 62% False False 22,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8069
1.618 0.8031
1.000 0.8007
0.618 0.7993
HIGH 0.7970
0.618 0.7955
0.500 0.7951
0.382 0.7946
LOW 0.7932
0.618 0.7908
1.000 0.7894
1.618 0.7870
2.618 0.7832
4.250 0.7770
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 0.7962 0.7963
PP 0.7956 0.7959
S1 0.7951 0.7954

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

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