CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.7815 0.7772 -0.0043 -0.6% 0.7825
High 0.7822 0.7828 0.0006 0.1% 0.7849
Low 0.7749 0.7762 0.0012 0.2% 0.7741
Close 0.7769 0.7812 0.0043 0.6% 0.7769
Range 0.0073 0.0066 -0.0007 -9.6% 0.0108
ATR 0.0057 0.0058 0.0001 1.1% 0.0000
Volume 81,041 54,405 -26,636 -32.9% 368,187
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.7998 0.7971 0.7848
R3 0.7932 0.7905 0.7830
R2 0.7866 0.7866 0.7824
R1 0.7839 0.7839 0.7818 0.7853
PP 0.7800 0.7800 0.7800 0.7807
S1 0.7773 0.7773 0.7806 0.7787
S2 0.7734 0.7734 0.7800
S3 0.7668 0.7707 0.7794
S4 0.7602 0.7641 0.7776
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% 0.0065 0.8% 66% False False 75,272
10 0.7862 0.7699 0.0162 2.1% 0.0065 0.8% 70% False False 79,439
20 0.7862 0.7699 0.0162 2.1% 0.0055 0.7% 70% False False 73,824
40 0.7992 0.7699 0.0293 3.8% 0.0055 0.7% 39% False False 74,322
60 0.7992 0.7633 0.0359 4.6% 0.0056 0.7% 50% False False 61,803
80 0.8175 0.7633 0.0542 6.9% 0.0057 0.7% 33% False False 46,418
100 0.8175 0.7633 0.0542 6.9% 0.0056 0.7% 33% False False 37,164
120 0.8175 0.7633 0.0542 6.9% 0.0054 0.7% 33% False False 30,986
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 False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8108
2.618 0.8000
1.618 0.7934
1.000 0.7894
0.618 0.7868
HIGH 0.7828
0.618 0.7802
0.500 0.7795
0.382 0.7787
LOW 0.7762
0.618 0.7721
1.000 0.7696
1.618 0.7655
2.618 0.7589
4.250 0.7481
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.7806 0.7808
PP 0.7800 0.7803
S1 0.7795 0.7799

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

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