CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	0.7772	0.7766	-0.0006	-0.1%	0.7730
High	0.7783	0.7766	-0.0017	-0.2%	0.7831
Low	0.7759	0.7686	-0.0074	-0.9%	0.7700
Close	0.7767	0.7741	-0.0026	-0.3%	0.7742
Range	0.0023	0.0081	0.0057	242.6%	0.0131
ATR	0.0052	0.0054	0.0002	4.1%	0.0000
Volume	20	88	68	340.0%	1,347

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7972	0.7937	0.7785
R3	0.7892	0.7856	0.7763
R2	0.7811	0.7811	0.7755
R1	0.7776	0.7776	0.7748	0.7753
PP	0.7731	0.7731	0.7731	0.7719
S1	0.7695	0.7695	0.7733	0.7673
S2	0.7650	0.7650	0.7726
S3	0.7570	0.7615	0.7718
S4	0.7489	0.7534	0.7696

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8077	0.7814
R3	0.8020	0.7946	0.7778
R2	0.7889	0.7889	0.7766
R1	0.7815	0.7815	0.7754	0.7852
PP	0.7758	0.7758	0.7758	0.7776
S1	0.7684	0.7684	0.7729	0.7721
S2	0.7627	0.7627	0.7717
S3	0.7496	0.7553	0.7705
S4	0.7365	0.7422	0.7669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7831	0.7686	0.0146	1.9%	0.0068	0.9%	38%	False	True	199
10	0.7880	0.7686	0.0195	2.5%	0.0056	0.7%	28%	False	True	231
20	0.7880	0.7686	0.0195	2.5%	0.0051	0.7%	28%	False	True	179
40	0.8014	0.7686	0.0328	4.2%	0.0043	0.6%	17%	False	True	143
60	0.8014	0.7679	0.0335	4.3%	0.0041	0.5%	19%	False	False	133
80	0.8051	0.7679	0.0373	4.8%	0.0041	0.5%	17%	False	False	119
100	0.8177	0.7679	0.0498	6.4%	0.0039	0.5%	12%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.7977
1.618	0.7896
1.000	0.7847
0.618	0.7816
HIGH	0.7766
0.618	0.7735
0.500	0.7726
0.382	0.7716
LOW	0.7686
0.618	0.7636
1.000	0.7605
1.618	0.7555
2.618	0.7475
4.250	0.7343

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	0.7736	0.7738
PP	0.7731	0.7736
S1	0.7726	0.7734

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols