CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 0.7643 0.7589 -0.0054 -0.7% 0.7724
High 0.7646 0.7611 -0.0035 -0.5% 0.7737
Low 0.7583 0.7567 -0.0016 -0.2% 0.7583
Close 0.7600 0.7579 -0.0021 -0.3% 0.7600
Range 0.0063 0.0044 -0.0019 -30.2% 0.0154
ATR 0.0060 0.0059 -0.0001 -1.9% 0.0000
Volume 107,927 72,872 -35,055 -32.5% 283,039
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7718 0.7692 0.7603
R3 0.7674 0.7648 0.7591
R2 0.7630 0.7630 0.7587
R1 0.7604 0.7604 0.7583 0.7595
PP 0.7586 0.7586 0.7586 0.7581
S1 0.7560 0.7560 0.7574 0.7551
S2 0.7542 0.7542 0.7570
S3 0.7498 0.7516 0.7566
S4 0.7454 0.7472 0.7554
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 0.7567 0.0170 2.2% 0.0058 0.8% 7% False True 67,239
10 0.7795 0.7567 0.0228 3.0% 0.0060 0.8% 5% False True 37,550
20 0.7866 0.7567 0.0299 3.9% 0.0061 0.8% 4% False True 20,673
40 0.7875 0.7567 0.0308 4.1% 0.0055 0.7% 4% False True 10,472
60 0.8000 0.7567 0.0433 5.7% 0.0052 0.7% 3% False True 7,015
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7726
1.618 0.7682
1.000 0.7655
0.618 0.7638
HIGH 0.7611
0.618 0.7594
0.500 0.7589
0.382 0.7584
LOW 0.7567
0.618 0.7540
1.000 0.7523
1.618 0.7496
2.618 0.7452
4.250 0.7380
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 0.7589 0.7652
PP 0.7586 0.7627
S1 0.7582 0.7603

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

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