CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 0.7772 0.7826 0.0054 0.7% 0.7825
High 0.7828 0.7853 0.0025 0.3% 0.7849
Low 0.7762 0.7803 0.0042 0.5% 0.7741
Close 0.7812 0.7810 -0.0003 0.0% 0.7769
Range 0.0066 0.0050 -0.0017 -25.0% 0.0108
ATR 0.0058 0.0057 -0.0001 -1.1% 0.0000
Volume 54,405 78,657 24,252 44.6% 368,187
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 0.7970 0.7939 0.7837
R3 0.7921 0.7890 0.7823
R2 0.7871 0.7871 0.7819
R1 0.7840 0.7840 0.7814 0.7831
PP 0.7822 0.7822 0.7822 0.7817
S1 0.7791 0.7791 0.7805 0.7782
S2 0.7772 0.7772 0.7800
S3 0.7723 0.7741 0.7796
S4 0.7673 0.7692 0.7782
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 0.7853 0.7749 0.0103 1.3% 0.0059 0.8% 58% True False 72,550
10 0.7862 0.7712 0.0149 1.9% 0.0062 0.8% 65% False False 76,990
20 0.7862 0.7699 0.0162 2.1% 0.0056 0.7% 68% False False 74,563
40 0.7992 0.7699 0.0293 3.8% 0.0055 0.7% 38% False False 74,593
60 0.7992 0.7633 0.0359 4.6% 0.0056 0.7% 49% False False 63,107
80 0.8175 0.7633 0.0542 6.9% 0.0057 0.7% 33% False False 47,400
100 0.8175 0.7633 0.0542 6.9% 0.0056 0.7% 33% False False 37,950
120 0.8175 0.7633 0.0542 6.9% 0.0054 0.7% 33% False False 31,642
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.7982
1.618 0.7933
1.000 0.7902
0.618 0.7883
HIGH 0.7853
0.618 0.7834
0.500 0.7828
0.382 0.7822
LOW 0.7803
0.618 0.7772
1.000 0.7754
1.618 0.7723
2.618 0.7673
4.250 0.7593
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 0.7828 0.7807
PP 0.7822 0.7804
S1 0.7816 0.7801

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

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