CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 0.7824 0.7815 -0.0009 -0.1% 0.7825
High 0.7849 0.7822 -0.0027 -0.3% 0.7849
Low 0.7804 0.7749 -0.0054 -0.7% 0.7741
Close 0.7817 0.7769 -0.0048 -0.6% 0.7769
Range 0.0046 0.0073 0.0027 60.4% 0.0108
ATR 0.0056 0.0057 0.0001 2.1% 0.0000
Volume 68,977 81,041 12,064 17.5% 368,187
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7999 0.7957 0.7809
R3 0.7926 0.7884 0.7789
R2 0.7853 0.7853 0.7782
R1 0.7811 0.7811 0.7776 0.7796
PP 0.7780 0.7780 0.7780 0.7772
S1 0.7738 0.7738 0.7762 0.7723
S2 0.7707 0.7707 0.7756
S3 0.7634 0.7665 0.7749
S4 0.7561 0.7592 0.7729
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8110 0.8048 0.7828
R3 0.8002 0.7940 0.7799
R2 0.7894 0.7894 0.7789
R1 0.7832 0.7832 0.7779 0.7809
PP 0.7786 0.7786 0.7786 0.7775
S1 0.7724 0.7724 0.7759 0.7701
S2 0.7678 0.7678 0.7749
S3 0.7570 0.7616 0.7739
S4 0.7462 0.7508 0.7710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7849 0.7741 0.0108 1.4% 0.0060 0.8% 26% False False 73,637
10 0.7862 0.7699 0.0162 2.1% 0.0062 0.8% 43% False False 78,876
20 0.7862 0.7699 0.0162 2.1% 0.0055 0.7% 43% False False 74,759
40 0.7992 0.7699 0.0293 3.8% 0.0055 0.7% 24% False False 75,192
60 0.7992 0.7633 0.0359 4.6% 0.0056 0.7% 38% False False 60,902
80 0.8175 0.7633 0.0542 7.0% 0.0057 0.7% 25% False False 45,740
100 0.8175 0.7633 0.0542 7.0% 0.0055 0.7% 25% False False 36,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.8013
1.618 0.7940
1.000 0.7895
0.618 0.7867
HIGH 0.7822
0.618 0.7794
0.500 0.7786
0.382 0.7777
LOW 0.7749
0.618 0.7704
1.000 0.7676
1.618 0.7631
2.618 0.7558
4.250 0.7439
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 0.7786 0.7799
PP 0.7780 0.7789
S1 0.7775 0.7779

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

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