CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 0.7712 0.7684 -0.0028 -0.4% 0.7772
High 0.7715 0.7794 0.0079 1.0% 0.7853
Low 0.7668 0.7672 0.0004 0.1% 0.7703
Close 0.7682 0.7768 0.0086 1.1% 0.7709
Range 0.0047 0.0122 0.0075 159.6% 0.0150
ATR 0.0058 0.0062 0.0005 8.0% 0.0000
Volume 118,407 138,060 19,653 16.6% 412,829
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 0.8110 0.8061 0.7835
R3 0.7988 0.7939 0.7801
R2 0.7866 0.7866 0.7790
R1 0.7817 0.7817 0.7779 0.7842
PP 0.7744 0.7744 0.7744 0.7757
S1 0.7695 0.7695 0.7756 0.7720
S2 0.7622 0.7622 0.7745
S3 0.7500 0.7573 0.7734
S4 0.7378 0.7451 0.7700
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 0.7809 0.7668 0.0142 1.8% 0.0071 0.9% 71% False False 107,246
10 0.7853 0.7668 0.0185 2.4% 0.0065 0.8% 54% False False 89,898
20 0.7862 0.7668 0.0194 2.5% 0.0062 0.8% 52% False False 84,683
40 0.7992 0.7668 0.0325 4.2% 0.0057 0.7% 31% False False 79,002
60 0.7992 0.7633 0.0359 4.6% 0.0057 0.7% 37% False False 71,889
80 0.8077 0.7633 0.0444 5.7% 0.0057 0.7% 30% False False 54,094
100 0.8175 0.7633 0.0542 7.0% 0.0058 0.7% 25% False False 43,301
120 0.8175 0.7633 0.0542 7.0% 0.0055 0.7% 25% False False 36,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 127 trading days
Fibonacci Retracements and Extensions
4.250 0.8312
2.618 0.8113
1.618 0.7991
1.000 0.7916
0.618 0.7869
HIGH 0.7794
0.618 0.7747
0.500 0.7733
0.382 0.7718
LOW 0.7672
0.618 0.7596
1.000 0.7550
1.618 0.7474
2.618 0.7352
4.250 0.7153
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 0.7756 0.7755
PP 0.7744 0.7743
S1 0.7733 0.7731

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

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