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

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

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