CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	0.7708	0.7705	-0.0003	0.0%	0.7721
High	0.7740	0.7720	-0.0020	-0.3%	0.7780
Low	0.7669	0.7677	0.0009	0.1%	0.7655
Close	0.7732	0.7701	-0.0031	-0.4%	0.7732
Range	0.0071	0.0043	-0.0029	-40.1%	0.0125
ATR	0.0063	0.0063	-0.0001	-0.9%	0.0000
Volume	87,075	70,666	-16,409	-18.8%	425,495

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7827	0.7806	0.7724
R3	0.7784	0.7764	0.7713
R2	0.7742	0.7742	0.7709
R1	0.7721	0.7721	0.7705	0.7710
PP	0.7699	0.7699	0.7699	0.7694
S1	0.7679	0.7679	0.7697	0.7668
S2	0.7657	0.7657	0.7693
S3	0.7614	0.7636	0.7689
S4	0.7572	0.7594	0.7678

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8039	0.7801
R3	0.7972	0.7914	0.7766
R2	0.7847	0.7847	0.7755
R1	0.7789	0.7789	0.7743	0.7818
PP	0.7722	0.7722	0.7722	0.7736
S1	0.7665	0.7665	0.7721	0.7693
S2	0.7597	0.7597	0.7709
S3	0.7472	0.7540	0.7698
S4	0.7347	0.7415	0.7663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7780	0.7655	0.0125	1.6%	0.0062	0.8%	37%	False	False	88,348
10	0.7804	0.7655	0.0149	1.9%	0.0067	0.9%	31%	False	False	95,017
20	0.7853	0.7655	0.0198	2.6%	0.0063	0.8%	23%	False	False	86,559
40	0.7992	0.7655	0.0338	4.4%	0.0059	0.8%	14%	False	False	81,177
60	0.7992	0.7633	0.0359	4.7%	0.0058	0.7%	19%	False	False	80,575
80	0.8046	0.7633	0.0413	5.4%	0.0058	0.8%	16%	False	False	62,744
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	13%	False	False	50,227
120	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	13%	False	False	41,877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7900
2.618	0.7831
1.618	0.7788
1.000	0.7762
0.618	0.7746
HIGH	0.7720
0.618	0.7703
0.500	0.7698
0.382	0.7693
LOW	0.7677
0.618	0.7651
1.000	0.7635
1.618	0.7608
2.618	0.7566
4.250	0.7496

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	0.7700	0.7704
PP	0.7699	0.7703
S1	0.7698	0.7702

Download as Excel Spreadsheet

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

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