CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 0.7790 0.7769 -0.0021 -0.3% 0.7799
High 0.7795 0.7772 -0.0023 -0.3% 0.7818
Low 0.7758 0.7699 -0.0059 -0.8% 0.7748
Close 0.7774 0.7724 -0.0050 -0.6% 0.7785
Range 0.0037 0.0073 0.0036 97.3% 0.0070
ATR 0.0052 0.0053 0.0002 3.3% 0.0000
Volume 48,774 103,149 54,375 111.5% 383,161
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 0.7951 0.7910 0.7764
R3 0.7878 0.7837 0.7744
R2 0.7805 0.7805 0.7737
R1 0.7764 0.7764 0.7731 0.7748
PP 0.7732 0.7732 0.7732 0.7724
S1 0.7691 0.7691 0.7717 0.7675
S2 0.7659 0.7659 0.7711
S3 0.7586 0.7618 0.7704
S4 0.7513 0.7545 0.7684
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 0.7699 0.0119 1.5% 0.0053 0.7% 21% False True 77,505
10 0.7818 0.7699 0.0119 1.5% 0.0050 0.6% 21% False True 72,136
20 0.7992 0.7699 0.0293 3.8% 0.0050 0.7% 9% False True 73,642
40 0.7992 0.7633 0.0359 4.6% 0.0055 0.7% 25% False False 74,012
60 0.8046 0.7633 0.0413 5.3% 0.0055 0.7% 22% False False 50,338
80 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 17% False False 37,794
100 0.8175 0.7633 0.0542 7.0% 0.0054 0.7% 17% False False 30,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.7963
1.618 0.7890
1.000 0.7845
0.618 0.7817
HIGH 0.7772
0.618 0.7744
0.500 0.7736
0.382 0.7727
LOW 0.7699
0.618 0.7654
1.000 0.7626
1.618 0.7581
2.618 0.7508
4.250 0.7389
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 0.7736 0.7748
PP 0.7732 0.7740
S1 0.7728 0.7732

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

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