CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 0.7522 0.7520 -0.0003 0.0% 0.7589
High 0.7539 0.7553 0.0014 0.2% 0.7611
Low 0.7509 0.7483 -0.0026 -0.3% 0.7483
Close 0.7529 0.7542 0.0013 0.2% 0.7542
Range 0.0030 0.0070 0.0040 133.3% 0.0129
ATR 0.0055 0.0056 0.0001 2.0% 0.0000
Volume 80,340 108,659 28,319 35.2% 410,634
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7736 0.7709 0.7580
R3 0.7666 0.7639 0.7561
R2 0.7596 0.7596 0.7554
R1 0.7569 0.7569 0.7548 0.7582
PP 0.7526 0.7526 0.7526 0.7532
S1 0.7499 0.7499 0.7535 0.7512
S2 0.7456 0.7456 0.7529
S3 0.7386 0.7429 0.7522
S4 0.7316 0.7359 0.7503
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7931 0.7865 0.7612
R3 0.7802 0.7736 0.7577
R2 0.7674 0.7674 0.7565
R1 0.7608 0.7608 0.7553 0.7576
PP 0.7545 0.7545 0.7545 0.7529
S1 0.7479 0.7479 0.7530 0.7448
S2 0.7417 0.7417 0.7518
S3 0.7288 0.7351 0.7506
S4 0.7160 0.7222 0.7471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7611 0.7483 0.0129 1.7% 0.0046 0.6% 46% False True 82,126
10 0.7737 0.7483 0.0254 3.4% 0.0052 0.7% 23% False True 69,367
20 0.7817 0.7483 0.0335 4.4% 0.0059 0.8% 18% False True 36,584
40 0.7875 0.7483 0.0393 5.2% 0.0056 0.7% 15% False True 18,887
60 0.8000 0.7483 0.0518 6.9% 0.0052 0.7% 11% False True 12,637
80 0.8000 0.7483 0.0518 6.9% 0.0051 0.7% 11% False True 9,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7736
1.618 0.7666
1.000 0.7623
0.618 0.7596
HIGH 0.7553
0.618 0.7526
0.500 0.7518
0.382 0.7509
LOW 0.7483
0.618 0.7439
1.000 0.7413
1.618 0.7369
2.618 0.7299
4.250 0.7185
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 0.7534 0.7534
PP 0.7526 0.7526
S1 0.7518 0.7518

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

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