CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 0.7744 0.7735 -0.0009 -0.1% 0.7728
High 0.7747 0.7769 0.0022 0.3% 0.7817
Low 0.7709 0.7733 0.0024 0.3% 0.7685
Close 0.7727 0.7752 0.0025 0.3% 0.7727
Range 0.0039 0.0036 -0.0003 -6.5% 0.0133
ATR 0.0059 0.0058 -0.0001 -2.1% 0.0000
Volume 2,072 1,107 -965 -46.6% 15,098
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7859 0.7841 0.7771
R3 0.7823 0.7805 0.7761
R2 0.7787 0.7787 0.7758
R1 0.7769 0.7769 0.7755 0.7778
PP 0.7751 0.7751 0.7751 0.7755
S1 0.7733 0.7733 0.7748 0.7742
S2 0.7715 0.7715 0.7745
S3 0.7679 0.7697 0.7742
S4 0.7643 0.7661 0.7732
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8140 0.8066 0.7800
R3 0.8008 0.7934 0.7763
R2 0.7875 0.7875 0.7751
R1 0.7801 0.7801 0.7739 0.7772
PP 0.7743 0.7743 0.7743 0.7728
S1 0.7669 0.7669 0.7715 0.7640
S2 0.7610 0.7610 0.7703
S3 0.7478 0.7536 0.7691
S4 0.7345 0.7404 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7817 0.7685 0.0133 1.7% 0.0068 0.9% 51% False False 3,241
10 0.7866 0.7685 0.0182 2.3% 0.0062 0.8% 37% False False 3,795
20 0.7875 0.7685 0.0191 2.5% 0.0059 0.8% 35% False False 2,068
40 0.8000 0.7685 0.0316 4.1% 0.0052 0.7% 21% False False 1,114
60 0.8000 0.7650 0.0350 4.5% 0.0049 0.6% 29% False False 776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7922
2.618 0.7863
1.618 0.7827
1.000 0.7805
0.618 0.7791
HIGH 0.7769
0.618 0.7755
0.500 0.7751
0.382 0.7746
LOW 0.7733
0.618 0.7710
1.000 0.7697
1.618 0.7674
2.618 0.7638
4.250 0.7580
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 0.7751 0.7763
PP 0.7751 0.7759
S1 0.7751 0.7755

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

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