CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 0.7769 0.7725 -0.0044 -0.6% 0.7799
High 0.7772 0.7803 0.0031 0.4% 0.7818
Low 0.7699 0.7712 0.0013 0.2% 0.7748
Close 0.7724 0.7793 0.0068 0.9% 0.7785
Range 0.0073 0.0090 0.0018 24.0% 0.0070
ATR 0.0053 0.0056 0.0003 5.0% 0.0000
Volume 103,149 93,828 -9,321 -9.0% 383,161
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 0.8040 0.8007 0.7842
R3 0.7950 0.7916 0.7817
R2 0.7859 0.7859 0.7809
R1 0.7826 0.7826 0.7801 0.7843
PP 0.7769 0.7769 0.7769 0.7777
S1 0.7736 0.7736 0.7784 0.7752
S2 0.7679 0.7679 0.7776
S3 0.7588 0.7645 0.7768
S4 0.7498 0.7555 0.7743
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 0.7809 0.7699 0.0109 1.4% 0.0061 0.8% 85% False False 78,083
10 0.7818 0.7699 0.0119 1.5% 0.0054 0.7% 79% False False 75,143
20 0.7992 0.7699 0.0293 3.8% 0.0052 0.7% 32% False False 74,321
40 0.7992 0.7633 0.0359 4.6% 0.0055 0.7% 44% False False 75,741
60 0.8046 0.7633 0.0413 5.3% 0.0056 0.7% 39% False False 51,900
80 0.8175 0.7633 0.0542 7.0% 0.0056 0.7% 29% False False 38,963
100 0.8175 0.7633 0.0542 7.0% 0.0055 0.7% 29% False False 31,196
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 0.0013
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8039
1.618 0.7949
1.000 0.7893
0.618 0.7858
HIGH 0.7803
0.618 0.7768
0.500 0.7757
0.382 0.7747
LOW 0.7712
0.618 0.7656
1.000 0.7622
1.618 0.7566
2.618 0.7475
4.250 0.7327
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 0.7781 0.7779
PP 0.7769 0.7765
S1 0.7757 0.7751

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

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