CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 14-Jun-2018

Day Change Summary
	Previous	Current
	13-Jun-2018	14-Jun-2018	Change	Change %	Previous Week
Open	0.7685	0.7705	0.0020	0.3%	0.7721
High	0.7720	0.7723	0.0003	0.0%	0.7780
Low	0.7663	0.7628	-0.0035	-0.5%	0.7655
Close	0.7693	0.7634	-0.0060	-0.8%	0.7732
Range	0.0058	0.0096	0.0038	66.1%	0.0125
ATR	0.0060	0.0063	0.0003	4.2%	0.0000
Volume	105,615	134,096	28,481	27.0%	425,495

Daily Pivots for day following 14-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7948	0.7886	0.7686
R3	0.7852	0.7791	0.7660
R2	0.7757	0.7757	0.7651
R1	0.7695	0.7695	0.7642	0.7678
PP	0.7661	0.7661	0.7661	0.7653
S1	0.7600	0.7600	0.7625	0.7583
S2	0.7566	0.7566	0.7616
S3	0.7470	0.7504	0.7607
S4	0.7375	0.7409	0.7581

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	0.7628	0.0112	1.5%	0.0059	0.8%	5%	False	True	97,380
10	0.7780	0.7628	0.0152	2.0%	0.0058	0.8%	4%	False	True	89,595
20	0.7853	0.7628	0.0225	2.9%	0.0064	0.8%	3%	False	True	92,109
40	0.7955	0.7628	0.0327	4.3%	0.0060	0.8%	2%	False	True	83,574
60	0.7992	0.7628	0.0365	4.8%	0.0059	0.8%	2%	False	True	82,181
80	0.7992	0.7628	0.0365	4.8%	0.0058	0.8%	2%	False	True	66,849
100	0.8175	0.7628	0.0548	7.2%	0.0058	0.8%	1%	False	True	53,517
120	0.8175	0.7628	0.0548	7.2%	0.0057	0.7%	1%	False	True	44,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8129
2.618	0.7973
1.618	0.7878
1.000	0.7819
0.618	0.7782
HIGH	0.7723
0.618	0.7687
0.500	0.7675
0.382	0.7664
LOW	0.7628
0.618	0.7568
1.000	0.7532
1.618	0.7473
2.618	0.7377
4.250	0.7222

Fisher Pivots for day following 14-Jun-2018
Pivot	1 day	3 day
R1	0.7675	0.7675
PP	0.7661	0.7661
S1	0.7647	0.7647

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols