CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 23-May-2018

Day Change Summary
	Previous	Current
	22-May-2018	23-May-2018	Change	Change %	Previous Week
Open	0.7826	0.7806	-0.0020	-0.3%	0.7825
High	0.7853	0.7809	-0.0043	-0.6%	0.7849
Low	0.7803	0.7747	-0.0057	-0.7%	0.7741
Close	0.7810	0.7792	-0.0018	-0.2%	0.7769
Range	0.0050	0.0063	0.0013	26.3%	0.0108
ATR	0.0057	0.0058	0.0000	0.7%	0.0000
Volume	78,657	117,351	38,694	49.2%	368,187

Daily Pivots for day following 23-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7943	0.7826
R3	0.7907	0.7881	0.7809
R2	0.7845	0.7845	0.7803
R1	0.7818	0.7818	0.7797	0.7800
PP	0.7782	0.7782	0.7782	0.7773
S1	0.7756	0.7756	0.7786	0.7738
S2	0.7720	0.7720	0.7780
S3	0.7657	0.7693	0.7774
S4	0.7595	0.7631	0.7757

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	0.7747	0.0106	1.4%	0.0059	0.8%	42%	False	True	80,086
10	0.7862	0.7741	0.0121	1.5%	0.0059	0.8%	42%	False	False	79,342
20	0.7862	0.7699	0.0162	2.1%	0.0057	0.7%	57%	False	False	77,242
40	0.7992	0.7699	0.0293	3.8%	0.0055	0.7%	32%	False	False	75,625
60	0.7992	0.7633	0.0359	4.6%	0.0056	0.7%	44%	False	False	65,049
80	0.8175	0.7633	0.0542	7.0%	0.0057	0.7%	29%	False	False	48,866
100	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	29%	False	False	39,116
120	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	29%	False	False	32,619

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7973
1.618	0.7910
1.000	0.7872
0.618	0.7848
HIGH	0.7809
0.618	0.7785
0.500	0.7778
0.382	0.7770
LOW	0.7747
0.618	0.7708
1.000	0.7684
1.618	0.7645
2.618	0.7583
4.250	0.7481

Fisher Pivots for day following 23-May-2018
Pivot	1 day	3 day
R1	0.7787	0.7800
PP	0.7782	0.7797
S1	0.7778	0.7794

Download as Excel Spreadsheet

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

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