CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 08-Jun-2018

Day Change Summary
	Previous	Current
	07-Jun-2018	08-Jun-2018	Change	Change %	Previous Week
Open	0.7752	0.7736	-0.0017	-0.2%	0.7772
High	0.7755	0.7766	0.0010	0.1%	0.7805
Low	0.7728	0.7700	-0.0028	-0.4%	0.7686
Close	0.7736	0.7762	0.0026	0.3%	0.7762
Range	0.0027	0.0066	0.0038	142.6%	0.0120
ATR	0.0053	0.0053	0.0001	1.8%	0.0000
Volume	246	193	-53	-21.5%	941

Daily Pivots for day following 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7916	0.7798
R3	0.7873	0.7850	0.7780
R2	0.7808	0.7808	0.7774
R1	0.7785	0.7785	0.7768	0.7796
PP	0.7742	0.7742	0.7742	0.7748
S1	0.7719	0.7719	0.7755	0.7731
S2	0.7677	0.7677	0.7749
S3	0.7611	0.7654	0.7743
S4	0.7546	0.7588	0.7725

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8055	0.7827
R3	0.7990	0.7935	0.7794
R2	0.7870	0.7870	0.7783
R1	0.7816	0.7816	0.7772	0.7783
PP	0.7751	0.7751	0.7751	0.7734
S1	0.7696	0.7696	0.7751	0.7664
S2	0.7631	0.7631	0.7740
S3	0.7512	0.7577	0.7729
S4	0.7392	0.7457	0.7696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7805	0.7686	0.0120	1.5%	0.0050	0.6%	64%	False	False	188
10	0.7831	0.7686	0.0146	1.9%	0.0057	0.7%	52%	False	False	246
20	0.7880	0.7686	0.0195	2.5%	0.0050	0.6%	39%	False	False	202
40	0.8014	0.7686	0.0328	4.2%	0.0044	0.6%	23%	False	False	158
60	0.8014	0.7679	0.0335	4.3%	0.0042	0.5%	25%	False	False	133
80	0.8051	0.7679	0.0373	4.8%	0.0041	0.5%	22%	False	False	126
100	0.8177	0.7679	0.0498	6.4%	0.0039	0.5%	17%	False	False	106

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	0.8044
2.618	0.7937
1.618	0.7871
1.000	0.7831
0.618	0.7806
HIGH	0.7766
0.618	0.7740
0.500	0.7733
0.382	0.7725
LOW	0.7700
0.618	0.7660
1.000	0.7635
1.618	0.7594
2.618	0.7529
4.250	0.7422

Fisher Pivots for day following 08-Jun-2018
Pivot	1 day	3 day
R1	0.7752	0.7759
PP	0.7742	0.7756
S1	0.7733	0.7753

Download as Excel Spreadsheet

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

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