CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 0.7930 0.7903 -0.0027 -0.3% 0.7952
High 0.7955 0.7924 -0.0030 -0.4% 0.7992
Low 0.7897 0.7839 -0.0059 -0.7% 0.7839
Close 0.7901 0.7852 -0.0049 -0.6% 0.7852
Range 0.0058 0.0086 0.0028 48.7% 0.0154
ATR 0.0055 0.0057 0.0002 4.0% 0.0000
Volume 77,192 78,409 1,217 1.6% 388,882
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8128 0.8075 0.7899
R3 0.8042 0.7990 0.7875
R2 0.7957 0.7957 0.7867
R1 0.7904 0.7904 0.7859 0.7888
PP 0.7871 0.7871 0.7871 0.7863
S1 0.7819 0.7819 0.7844 0.7802
S2 0.7786 0.7786 0.7836
S3 0.7700 0.7733 0.7828
S4 0.7615 0.7648 0.7804
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8355 0.8257 0.7936
R3 0.8201 0.8103 0.7894
R2 0.8048 0.8048 0.7880
R1 0.7950 0.7950 0.7866 0.7922
PP 0.7894 0.7894 0.7894 0.7880
S1 0.7796 0.7796 0.7837 0.7768
S2 0.7740 0.7740 0.7823
S3 0.7587 0.7642 0.7809
S4 0.7433 0.7489 0.7767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7992 0.7839 0.0154 2.0% 0.0057 0.7% 8% False True 77,776
10 0.7992 0.7811 0.0182 2.3% 0.0057 0.7% 23% False False 77,042
20 0.7992 0.7735 0.0257 3.3% 0.0055 0.7% 45% False False 75,625
40 0.7992 0.7633 0.0359 4.6% 0.0057 0.7% 61% False False 53,974
60 0.8175 0.7633 0.0542 6.9% 0.0057 0.7% 40% False False 36,067
80 0.8175 0.7633 0.0542 6.9% 0.0055 0.7% 40% False False 27,085
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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8287
2.618 0.8148
1.618 0.8062
1.000 0.8010
0.618 0.7977
HIGH 0.7924
0.618 0.7891
0.500 0.7881
0.382 0.7871
LOW 0.7839
0.618 0.7786
1.000 0.7753
1.618 0.7700
2.618 0.7615
4.250 0.7475
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 0.7881 0.7908
PP 0.7871 0.7889
S1 0.7861 0.7870

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

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