CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 0.7724 0.7716 -0.0008 -0.1% 0.7735
High 0.7735 0.7719 -0.0016 -0.2% 0.7795
Low 0.7692 0.7689 -0.0003 0.0% 0.7670
Close 0.7716 0.7697 -0.0019 -0.2% 0.7747
Range 0.0043 0.0030 -0.0014 -31.4% 0.0125
ATR 0.0059 0.0057 -0.0002 -3.6% 0.0000
Volume 19,716 37,734 18,018 91.4% 20,703
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7790 0.7773 0.7713
R3 0.7760 0.7743 0.7705
R2 0.7731 0.7731 0.7702
R1 0.7714 0.7714 0.7699 0.7708
PP 0.7701 0.7701 0.7701 0.7698
S1 0.7684 0.7684 0.7694 0.7678
S2 0.7672 0.7672 0.7691
S3 0.7642 0.7655 0.7688
S4 0.7613 0.7625 0.7680
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8111 0.8053 0.7815
R3 0.7986 0.7929 0.7781
R2 0.7862 0.7862 0.7770
R1 0.7804 0.7804 0.7758 0.7833
PP 0.7737 0.7737 0.7737 0.7752
S1 0.7680 0.7680 0.7736 0.7709
S2 0.7613 0.7613 0.7724
S3 0.7488 0.7555 0.7713
S4 0.7364 0.7431 0.7679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7795 0.7685 0.0110 1.4% 0.0049 0.6% 11% False False 14,906
10 0.7817 0.7670 0.0147 1.9% 0.0063 0.8% 18% False False 9,188
20 0.7866 0.7670 0.0196 2.5% 0.0060 0.8% 14% False False 5,850
40 0.8000 0.7670 0.0330 4.3% 0.0053 0.7% 8% False False 3,026
60 0.8000 0.7650 0.0350 4.5% 0.0051 0.7% 13% False False 2,046
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7796
1.618 0.7766
1.000 0.7748
0.618 0.7737
HIGH 0.7719
0.618 0.7707
0.500 0.7704
0.382 0.7700
LOW 0.7689
0.618 0.7671
1.000 0.7660
1.618 0.7641
2.618 0.7612
4.250 0.7564
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 0.7704 0.7720
PP 0.7701 0.7712
S1 0.7699 0.7704

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

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