CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 25-May-2018

Day Change Summary
	Previous	Current
	24-May-2018	25-May-2018	Change	Change %	Previous Week
Open	0.7792	0.7768	-0.0024	-0.3%	0.7772
High	0.7799	0.7770	-0.0029	-0.4%	0.7853
Low	0.7744	0.7703	-0.0041	-0.5%	0.7703
Close	0.7764	0.7709	-0.0054	-0.7%	0.7709
Range	0.0055	0.0067	0.0012	21.8%	0.0150
ATR	0.0058	0.0058	0.0001	1.2%	0.0000
Volume	78,785	83,631	4,846	6.2%	412,829

Daily Pivots for day following 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7886	0.7746
R3	0.7861	0.7819	0.7727
R2	0.7794	0.7794	0.7721
R1	0.7752	0.7752	0.7715	0.7739
PP	0.7727	0.7727	0.7727	0.7721
S1	0.7685	0.7685	0.7703	0.7672
S2	0.7660	0.7660	0.7697
S3	0.7593	0.7617	0.7691
S4	0.7526	0.7550	0.7672

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8107	0.7792
R3	0.8055	0.7957	0.7750
R2	0.7905	0.7905	0.7737
R1	0.7807	0.7807	0.7723	0.7781
PP	0.7755	0.7755	0.7755	0.7742
S1	0.7657	0.7657	0.7695	0.7631
S2	0.7605	0.7605	0.7682
S3	0.7455	0.7507	0.7668
S4	0.7305	0.7357	0.7627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7853	0.7703	0.0150	1.9%	0.0060	0.8%	4%	False	True	82,565
10	0.7853	0.7703	0.0150	1.9%	0.0060	0.8%	4%	False	True	78,101
20	0.7862	0.7699	0.0162	2.1%	0.0059	0.8%	6%	False	False	79,237
40	0.7992	0.7699	0.0293	3.8%	0.0056	0.7%	3%	False	False	75,972
60	0.7992	0.7633	0.0359	4.7%	0.0057	0.7%	21%	False	False	67,712
80	0.8171	0.7633	0.0538	7.0%	0.0057	0.7%	14%	False	False	50,892
100	0.8175	0.7633	0.0542	7.0%	0.0057	0.7%	14%	False	False	40,738
120	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	14%	False	False	33,970

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8054
2.618	0.7945
1.618	0.7878
1.000	0.7837
0.618	0.7811
HIGH	0.7770
0.618	0.7744
0.500	0.7736
0.382	0.7728
LOW	0.7703
0.618	0.7661
1.000	0.7635
1.618	0.7594
2.618	0.7527
4.250	0.7418

Fisher Pivots for day following 25-May-2018
Pivot	1 day	3 day
R1	0.7736	0.7756
PP	0.7727	0.7740
S1	0.7718	0.7725

Download as Excel Spreadsheet

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

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