CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 30-Apr-2018

Day Change Summary
	Previous	Current
	27-Apr-2018	30-Apr-2018	Change	Change %	Previous Week
Open	0.7777	0.7799	0.0022	0.3%	0.7848
High	0.7805	0.7817	0.0012	0.1%	0.7851
Low	0.7760	0.7775	0.0015	0.2%	0.7760
Close	0.7800	0.7794	-0.0006	-0.1%	0.7800
Range	0.0046	0.0042	-0.0004	-8.8%	0.0091
ATR	0.0053	0.0052	-0.0001	-1.6%	0.0000
Volume	56,714	62,698	5,984	10.6%	323,273

Daily Pivots for day following 30-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7898	0.7817
R3	0.7878	0.7857	0.7805
R2	0.7837	0.7837	0.7802
R1	0.7815	0.7815	0.7798	0.7805
PP	0.7795	0.7795	0.7795	0.7790
S1	0.7774	0.7774	0.7790	0.7764
S2	0.7754	0.7754	0.7786
S3	0.7712	0.7732	0.7783
S4	0.7671	0.7691	0.7771

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	0.7817	0.7760	0.0057	0.7%	0.0040	0.5%	61%	True	False	62,571
10	0.7992	0.7760	0.0233	3.0%	0.0051	0.7%	15%	False	False	72,470
20	0.7992	0.7748	0.0244	3.1%	0.0053	0.7%	19%	False	False	73,624
40	0.7992	0.7633	0.0359	4.6%	0.0055	0.7%	45%	False	False	63,415
60	0.8166	0.7633	0.0533	6.8%	0.0057	0.7%	30%	False	False	42,488
80	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	30%	False	False	31,897
100	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	30%	False	False	25,540

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	0.7993
2.618	0.7925
1.618	0.7884
1.000	0.7858
0.618	0.7842
HIGH	0.7817
0.618	0.7801
0.500	0.7796
0.382	0.7791
LOW	0.7775
0.618	0.7749
1.000	0.7733
1.618	0.7708
2.618	0.7666
4.250	0.7599

Fisher Pivots for day following 30-Apr-2018
Pivot	1 day	3 day
R1	0.7796	0.7792
PP	0.7795	0.7790
S1	0.7795	0.7788

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