CME Canadian Dollar Future September 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 0.7717 0.7643 -0.0074 -1.0% 0.7724
High 0.7737 0.7646 -0.0091 -1.2% 0.7737
Low 0.7642 0.7583 -0.0059 -0.8% 0.7583
Close 0.7647 0.7600 -0.0047 -0.6% 0.7600
Range 0.0095 0.0063 -0.0032 -33.7% 0.0154
ATR 0.0060 0.0060 0.0000 0.4% 0.0000
Volume 79,027 107,927 28,900 36.6% 283,039
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7799 0.7762 0.7634
R3 0.7736 0.7699 0.7617
R2 0.7673 0.7673 0.7611
R1 0.7636 0.7636 0.7605 0.7623
PP 0.7610 0.7610 0.7610 0.7603
S1 0.7573 0.7573 0.7594 0.7560
S2 0.7547 0.7547 0.7588
S3 0.7484 0.7510 0.7582
S4 0.7421 0.7447 0.7565
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8100 0.8003 0.7684
R3 0.7947 0.7850 0.7642
R2 0.7793 0.7793 0.7628
R1 0.7696 0.7696 0.7614 0.7668
PP 0.7640 0.7640 0.7640 0.7626
S1 0.7543 0.7543 0.7585 0.7514
S2 0.7486 0.7486 0.7571
S3 0.7333 0.7389 0.7557
S4 0.7179 0.7236 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7583 0.0154 2.0% 0.0057 0.8% 11% False True 56,607
10 0.7795 0.7583 0.0212 2.8% 0.0059 0.8% 8% False True 30,374
20 0.7866 0.7583 0.0283 3.7% 0.0062 0.8% 6% False True 17,056
40 0.7931 0.7583 0.0348 4.6% 0.0055 0.7% 5% False True 8,657
60 0.8000 0.7583 0.0417 5.5% 0.0052 0.7% 4% False True 5,802
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 0.7914
2.618 0.7811
1.618 0.7748
1.000 0.7709
0.618 0.7685
HIGH 0.7646
0.618 0.7622
0.500 0.7615
0.382 0.7607
LOW 0.7583
0.618 0.7544
1.000 0.7520
1.618 0.7481
2.618 0.7418
4.250 0.7315
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.7615 0.7660
PP 0.7610 0.7640
S1 0.7605 0.7620

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

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