CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 0.7535 0.7529 -0.0005 -0.1% 0.7589
High 0.7541 0.7543 0.0002 0.0% 0.7611
Low 0.7514 0.7481 -0.0033 -0.4% 0.7483
Close 0.7532 0.7523 -0.0009 -0.1% 0.7542
Range 0.0027 0.0062 0.0035 129.6% 0.0129
ATR 0.0052 0.0053 0.0001 1.3% 0.0000
Volume 72,450 102,640 30,190 41.7% 410,634
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7701 0.7674 0.7557
R3 0.7639 0.7612 0.7540
R2 0.7577 0.7577 0.7534
R1 0.7550 0.7550 0.7529 0.7533
PP 0.7515 0.7515 0.7515 0.7507
S1 0.7488 0.7488 0.7517 0.7471
S2 0.7453 0.7453 0.7512
S3 0.7391 0.7426 0.7506
S4 0.7329 0.7364 0.7489
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 0.7553 0.7481 0.0072 1.0% 0.0044 0.6% 59% False True 86,378
10 0.7737 0.7481 0.0256 3.4% 0.0051 0.7% 17% False True 84,047
20 0.7817 0.7481 0.0337 4.5% 0.0054 0.7% 13% False True 48,403
40 0.7875 0.7481 0.0395 5.2% 0.0055 0.7% 11% False True 24,946
60 0.8000 0.7481 0.0520 6.9% 0.0051 0.7% 8% False True 16,681
80 0.8000 0.7481 0.0520 6.9% 0.0050 0.7% 8% False True 12,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7705
1.618 0.7643
1.000 0.7605
0.618 0.7581
HIGH 0.7543
0.618 0.7519
0.500 0.7512
0.382 0.7504
LOW 0.7481
0.618 0.7442
1.000 0.7419
1.618 0.7380
2.618 0.7318
4.250 0.7217
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 0.7519 0.7520
PP 0.7515 0.7518
S1 0.7512 0.7515

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

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