CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 0.7796 0.7777 -0.0018 -0.2% 0.7848
High 0.7808 0.7805 -0.0002 0.0% 0.7851
Low 0.7769 0.7760 -0.0010 -0.1% 0.7760
Close 0.7777 0.7800 0.0023 0.3% 0.7800
Range 0.0038 0.0046 0.0007 18.2% 0.0091
ATR 0.0054 0.0053 -0.0001 -1.1% 0.0000
Volume 65,809 56,714 -9,095 -13.8% 323,273
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7925 0.7908 0.7825
R3 0.7879 0.7862 0.7813
R2 0.7834 0.7834 0.7808
R1 0.7817 0.7817 0.7804 0.7825
PP 0.7788 0.7788 0.7788 0.7792
S1 0.7771 0.7771 0.7796 0.7780
S2 0.7743 0.7743 0.7792
S3 0.7697 0.7726 0.7787
S4 0.7652 0.7680 0.7775
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8078 0.8030 0.7850
R3 0.7986 0.7939 0.7825
R2 0.7895 0.7895 0.7817
R1 0.7847 0.7847 0.7808 0.7826
PP 0.7804 0.7804 0.7804 0.7793
S1 0.7756 0.7756 0.7792 0.7734
S2 0.7712 0.7712 0.7783
S3 0.7621 0.7665 0.7775
S4 0.7529 0.7573 0.7750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7851 0.7760 0.0091 1.2% 0.0045 0.6% 44% False True 64,654
10 0.7992 0.7760 0.0233 3.0% 0.0051 0.7% 17% False True 71,215
20 0.7992 0.7735 0.0257 3.3% 0.0053 0.7% 25% False False 72,708
40 0.7992 0.7633 0.0359 4.6% 0.0056 0.7% 47% False False 61,949
60 0.8171 0.7633 0.0538 6.9% 0.0057 0.7% 31% False False 41,444
80 0.8175 0.7633 0.0542 6.9% 0.0056 0.7% 31% False False 31,114
100 0.8175 0.7633 0.0542 6.9% 0.0053 0.7% 31% False False 24,917
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 0.7998
2.618 0.7924
1.618 0.7879
1.000 0.7851
0.618 0.7833
HIGH 0.7805
0.618 0.7788
0.500 0.7782
0.382 0.7777
LOW 0.7760
0.618 0.7731
1.000 0.7714
1.618 0.7686
2.618 0.7640
4.250 0.7566
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 0.7794 0.7795
PP 0.7788 0.7789
S1 0.7782 0.7784

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

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