CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 0.7848 0.7792 -0.0056 -0.7% 0.7952
High 0.7851 0.7813 -0.0038 -0.5% 0.7992
Low 0.7785 0.7783 -0.0002 0.0% 0.7839
Close 0.7791 0.7801 0.0010 0.1% 0.7852
Range 0.0066 0.0030 -0.0036 -54.9% 0.0154
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume 73,115 63,874 -9,241 -12.6% 388,882
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7889 0.7875 0.7817
R3 0.7859 0.7845 0.7809
R2 0.7829 0.7829 0.7806
R1 0.7815 0.7815 0.7803 0.7822
PP 0.7799 0.7799 0.7799 0.7802
S1 0.7785 0.7785 0.7798 0.7792
S2 0.7769 0.7769 0.7795
S3 0.7739 0.7755 0.7792
S4 0.7709 0.7725 0.7784
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 0.7978 0.7783 0.0195 2.5% 0.0062 0.8% 9% False True 82,156
10 0.7992 0.7783 0.0209 2.7% 0.0051 0.7% 8% False True 75,148
20 0.7992 0.7735 0.0257 3.3% 0.0054 0.7% 25% False False 74,623
40 0.7992 0.7633 0.0359 4.6% 0.0057 0.7% 47% False False 57,378
60 0.8175 0.7633 0.0542 6.9% 0.0057 0.7% 31% False False 38,345
80 0.8175 0.7633 0.0542 6.9% 0.0056 0.7% 31% False False 28,797
100 0.8175 0.7633 0.0542 6.9% 0.0054 0.7% 31% False False 23,057
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7892
1.618 0.7862
1.000 0.7843
0.618 0.7832
HIGH 0.7813
0.618 0.7802
0.500 0.7798
0.382 0.7794
LOW 0.7783
0.618 0.7764
1.000 0.7753
1.618 0.7734
2.618 0.7704
4.250 0.7656
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 0.7800 0.7854
PP 0.7799 0.7836
S1 0.7798 0.7818

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

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