CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 0.7705 0.7633 -0.0072 -0.9% 0.7705
High 0.7723 0.7633 -0.0090 -1.2% 0.7723
Low 0.7628 0.7571 -0.0057 -0.7% 0.7571
Close 0.7634 0.7587 -0.0046 -0.6% 0.7587
Range 0.0096 0.0062 -0.0034 -35.1% 0.0152
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 134,096 42,769 -91,327 -68.1% 442,597
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7783 0.7747 0.7621
R3 0.7721 0.7685 0.7604
R2 0.7659 0.7659 0.7598
R1 0.7623 0.7623 0.7593 0.7610
PP 0.7597 0.7597 0.7597 0.7591
S1 0.7561 0.7561 0.7581 0.7548
S2 0.7535 0.7535 0.7576
S3 0.7473 0.7499 0.7570
S4 0.7411 0.7437 0.7553
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8083 0.7987 0.7671
R3 0.7931 0.7835 0.7629
R2 0.7779 0.7779 0.7615
R1 0.7683 0.7683 0.7601 0.7655
PP 0.7627 0.7627 0.7627 0.7613
S1 0.7531 0.7531 0.7573 0.7503
S2 0.7475 0.7475 0.7559
S3 0.7323 0.7379 0.7545
S4 0.7171 0.7227 0.7503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7723 0.7571 0.0152 2.0% 0.0058 0.8% 11% False True 88,519
10 0.7780 0.7571 0.0209 2.7% 0.0060 0.8% 8% False True 86,809
20 0.7853 0.7571 0.0282 3.7% 0.0064 0.8% 6% False True 90,798
40 0.7924 0.7571 0.0353 4.7% 0.0060 0.8% 5% False True 82,713
60 0.7992 0.7571 0.0421 5.5% 0.0058 0.8% 4% False True 80,830
80 0.7992 0.7571 0.0421 5.5% 0.0058 0.8% 4% False True 67,369
100 0.8175 0.7571 0.0604 8.0% 0.0058 0.8% 3% False True 53,943
120 0.8175 0.7571 0.0604 8.0% 0.0057 0.7% 3% False True 44,974
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7795
1.618 0.7733
1.000 0.7695
0.618 0.7671
HIGH 0.7633
0.618 0.7609
0.500 0.7602
0.382 0.7595
LOW 0.7571
0.618 0.7533
1.000 0.7509
1.618 0.7471
2.618 0.7409
4.250 0.7308
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.7602 0.7647
PP 0.7597 0.7627
S1 0.7592 0.7607

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

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