CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 0.7789 0.7790 0.0000 0.0% 0.7799
High 0.7797 0.7795 -0.0002 0.0% 0.7818
Low 0.7748 0.7758 0.0010 0.1% 0.7748
Close 0.7785 0.7774 -0.0011 -0.1% 0.7785
Range 0.0049 0.0037 -0.0012 -24.5% 0.0070
ATR 0.0053 0.0052 -0.0001 -2.1% 0.0000
Volume 73,007 48,774 -24,233 -33.2% 383,161
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 0.7887 0.7867 0.7794
R3 0.7850 0.7830 0.7784
R2 0.7813 0.7813 0.7781
R1 0.7793 0.7793 0.7777 0.7785
PP 0.7776 0.7776 0.7776 0.7771
S1 0.7756 0.7756 0.7771 0.7748
S2 0.7739 0.7739 0.7767
S3 0.7702 0.7719 0.7764
S4 0.7665 0.7682 0.7754
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7995 0.7960 0.7823
R3 0.7924 0.7890 0.7804
R2 0.7854 0.7854 0.7797
R1 0.7819 0.7819 0.7791 0.7801
PP 0.7783 0.7783 0.7783 0.7774
S1 0.7749 0.7749 0.7778 0.7731
S2 0.7713 0.7713 0.7772
S3 0.7642 0.7678 0.7765
S4 0.7572 0.7608 0.7746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7748 0.0070 0.9% 0.0050 0.6% 38% False False 73,847
10 0.7818 0.7748 0.0070 0.9% 0.0045 0.6% 38% False False 68,209
20 0.7992 0.7748 0.0245 3.1% 0.0050 0.6% 11% False False 72,841
40 0.7992 0.7633 0.0359 4.6% 0.0053 0.7% 39% False False 72,081
60 0.8046 0.7633 0.0413 5.3% 0.0055 0.7% 34% False False 48,623
80 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 26% False False 36,505
100 0.8175 0.7633 0.0542 7.0% 0.0054 0.7% 26% False False 29,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7952
2.618 0.7892
1.618 0.7855
1.000 0.7832
0.618 0.7818
HIGH 0.7795
0.618 0.7781
0.500 0.7777
0.382 0.7772
LOW 0.7758
0.618 0.7735
1.000 0.7721
1.618 0.7698
2.618 0.7661
4.250 0.7601
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 0.7777 0.7778
PP 0.7776 0.7777
S1 0.7775 0.7775

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

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