CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 25-Apr-2018

Day Change Summary
	Previous	Current
	24-Apr-2018	25-Apr-2018	Change	Change %	Previous Week
Open	0.7792	0.7804	0.0012	0.2%	0.7952
High	0.7813	0.7808	-0.0006	-0.1%	0.7992
Low	0.7783	0.7762	-0.0022	-0.3%	0.7839
Close	0.7801	0.7792	-0.0008	-0.1%	0.7852
Range	0.0030	0.0046	0.0016	53.3%	0.0154
ATR	0.0056	0.0055	-0.0001	-1.2%	0.0000
Volume	63,874	63,761	-113	-0.2%	388,882

Daily Pivots for day following 25-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7925	0.7905	0.7817
R3	0.7879	0.7859	0.7805
R2	0.7833	0.7833	0.7800
R1	0.7813	0.7813	0.7796	0.7800
PP	0.7787	0.7787	0.7787	0.7781
S1	0.7767	0.7767	0.7788	0.7754
S2	0.7741	0.7741	0.7784
S3	0.7695	0.7721	0.7779
S4	0.7649	0.7675	0.7767

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	0.7955	0.7762	0.0193	2.5%	0.0057	0.7%	16%	False	True	71,270
10	0.7992	0.7762	0.0231	3.0%	0.0051	0.6%	13%	False	True	73,499
20	0.7992	0.7735	0.0257	3.3%	0.0054	0.7%	22%	False	False	74,008
40	0.7992	0.7633	0.0359	4.6%	0.0056	0.7%	44%	False	False	58,952
60	0.8175	0.7633	0.0542	7.0%	0.0057	0.7%	29%	False	False	39,407
80	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	29%	False	False	29,584
100	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	29%	False	False	23,694

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8003
2.618	0.7928
1.618	0.7882
1.000	0.7854
0.618	0.7836
HIGH	0.7808
0.618	0.7790
0.500	0.7785
0.382	0.7779
LOW	0.7762
0.618	0.7733
1.000	0.7716
1.618	0.7687
2.618	0.7641
4.250	0.7566

Fisher Pivots for day following 25-Apr-2018
Pivot	1 day	3 day
R1	0.7790	0.7806
PP	0.7787	0.7802
S1	0.7785	0.7797

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols