CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 26-Apr-2018

Day Change Summary
	Previous	Current
	25-Apr-2018	26-Apr-2018	Change	Change %	Previous Week
Open	0.7804	0.7796	-0.0008	-0.1%	0.7952
High	0.7808	0.7808	0.0000	0.0%	0.7992
Low	0.7762	0.7769	0.0008	0.1%	0.7839
Close	0.7792	0.7777	-0.0015	-0.2%	0.7852
Range	0.0046	0.0038	-0.0008	-16.3%	0.0154
ATR	0.0055	0.0054	-0.0001	-2.1%	0.0000
Volume	63,761	65,809	2,048	3.2%	388,882

Daily Pivots for day following 26-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7900	0.7877	0.7798
R3	0.7861	0.7838	0.7788
R2	0.7823	0.7823	0.7784
R1	0.7800	0.7800	0.7781	0.7792
PP	0.7785	0.7785	0.7785	0.7781
S1	0.7762	0.7762	0.7773	0.7754
S2	0.7746	0.7746	0.7770
S3	0.7708	0.7723	0.7766
S4	0.7669	0.7685	0.7756

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	0.7924	0.7762	0.0163	2.1%	0.0053	0.7%	10%	False	False	68,993
10	0.7992	0.7762	0.0231	3.0%	0.0051	0.7%	7%	False	False	71,669
20	0.7992	0.7735	0.0257	3.3%	0.0054	0.7%	16%	False	False	73,226
40	0.7992	0.7633	0.0359	4.6%	0.0056	0.7%	40%	False	False	60,570
60	0.8175	0.7633	0.0542	7.0%	0.0057	0.7%	27%	False	False	40,502
80	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	27%	False	False	30,405
100	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	27%	False	False	24,352

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7971
2.618	0.7908
1.618	0.7870
1.000	0.7846
0.618	0.7831
HIGH	0.7808
0.618	0.7793
0.500	0.7788
0.382	0.7784
LOW	0.7769
0.618	0.7745
1.000	0.7731
1.618	0.7707
2.618	0.7668
4.250	0.7605

Fisher Pivots for day following 26-Apr-2018
Pivot	1 day	3 day
R1	0.7788	0.7787
PP	0.7785	0.7784
S1	0.7781	0.7780

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