CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 13-Jun-2018

Day Change Summary
	Previous	Current
	12-Jun-2018	13-Jun-2018	Change	Change %	Previous Week
Open	0.7702	0.7685	-0.0017	-0.2%	0.7721
High	0.7706	0.7720	0.0015	0.2%	0.7780
Low	0.7675	0.7663	-0.0013	-0.2%	0.7655
Close	0.7683	0.7693	0.0011	0.1%	0.7732
Range	0.0031	0.0058	0.0027	88.5%	0.0125
ATR	0.0060	0.0060	0.0000	-0.3%	0.0000
Volume	89,451	105,615	16,164	18.1%	425,495

Daily Pivots for day following 13-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7864	0.7836	0.7725
R3	0.7807	0.7779	0.7709
R2	0.7749	0.7749	0.7704
R1	0.7721	0.7721	0.7698	0.7735
PP	0.7692	0.7692	0.7692	0.7699
S1	0.7664	0.7664	0.7688	0.7678
S2	0.7634	0.7634	0.7682
S3	0.7577	0.7606	0.7677
S4	0.7519	0.7549	0.7661

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	0.7740	0.7663	0.0077	1.0%	0.0048	0.6%	40%	False	True	85,062
10	0.7804	0.7655	0.0149	1.9%	0.0059	0.8%	26%	False	False	88,877
20	0.7853	0.7655	0.0198	2.6%	0.0062	0.8%	19%	False	False	89,388
40	0.7978	0.7655	0.0323	4.2%	0.0059	0.8%	12%	False	False	83,176
60	0.7992	0.7645	0.0347	4.5%	0.0058	0.8%	14%	False	False	80,884
80	0.7996	0.7633	0.0363	4.7%	0.0058	0.7%	17%	False	False	65,178
100	0.8175	0.7633	0.0542	7.0%	0.0057	0.7%	11%	False	False	52,176
120	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	11%	False	False	43,502

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7964
2.618	0.7871
1.618	0.7813
1.000	0.7778
0.618	0.7756
HIGH	0.7720
0.618	0.7698
0.500	0.7691
0.382	0.7684
LOW	0.7663
0.618	0.7627
1.000	0.7605
1.618	0.7569
2.618	0.7512
4.250	0.7418

Fisher Pivots for day following 13-Jun-2018
Pivot	1 day	3 day
R1	0.7692	0.7692
PP	0.7692	0.7692
S1	0.7691	0.7691

Download as Excel Spreadsheet

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

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