CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 0.7797 0.7792 -0.0005 -0.1% 0.7848
High 0.7807 0.7818 0.0011 0.1% 0.7851
Low 0.7751 0.7766 0.0016 0.2% 0.7760
Close 0.7790 0.7787 -0.0003 0.0% 0.7800
Range 0.0057 0.0052 -0.0005 -8.0% 0.0091
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 84,860 90,938 6,078 7.2% 323,273
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 0.7946 0.7919 0.7816
R3 0.7894 0.7867 0.7801
R2 0.7842 0.7842 0.7797
R1 0.7815 0.7815 0.7792 0.7803
PP 0.7790 0.7790 0.7790 0.7784
S1 0.7763 0.7763 0.7782 0.7751
S2 0.7738 0.7738 0.7777
S3 0.7686 0.7711 0.7773
S4 0.7634 0.7659 0.7758
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 0.7818 0.7751 0.0068 0.9% 0.0047 0.6% 54% True False 72,203
10 0.7955 0.7751 0.0204 2.6% 0.0052 0.7% 18% False False 71,737
20 0.7992 0.7751 0.0242 3.1% 0.0051 0.7% 15% False False 73,798
40 0.7992 0.7633 0.0359 4.6% 0.0054 0.7% 43% False False 67,720
60 0.8046 0.7633 0.0413 5.3% 0.0055 0.7% 37% False False 45,411
80 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 28% False False 34,092
100 0.8175 0.7633 0.0542 7.0% 0.0053 0.7% 28% False False 27,296
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 True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8039
2.618 0.7954
1.618 0.7902
1.000 0.7870
0.618 0.7850
HIGH 0.7818
0.618 0.7798
0.500 0.7792
0.382 0.7786
LOW 0.7766
0.618 0.7734
1.000 0.7714
1.618 0.7682
2.618 0.7630
4.250 0.7545
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 0.7792 0.7786
PP 0.7790 0.7785
S1 0.7789 0.7784

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

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