CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	0.7736	0.7740	0.0005	0.1%	0.7772
High	0.7766	0.7745	-0.0021	-0.3%	0.7805
Low	0.7700	0.7709	0.0009	0.1%	0.7686
Close	0.7762	0.7731	-0.0031	-0.4%	0.7762
Range	0.0066	0.0036	-0.0029	-45.0%	0.0120
ATR	0.0053	0.0053	0.0000	-0.1%	0.0000
Volume	193	204	11	5.7%	941

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7819	0.7750
R3	0.7800	0.7783	0.7740
R2	0.7764	0.7764	0.7737
R1	0.7747	0.7747	0.7734	0.7738
PP	0.7728	0.7728	0.7728	0.7723
S1	0.7711	0.7711	0.7727	0.7701
S2	0.7692	0.7692	0.7724
S3	0.7656	0.7675	0.7721
S4	0.7620	0.7639	0.7711

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%	0.0053	0.7%	38%	False	False	225
10	0.7831	0.7686	0.0146	1.9%	0.0056	0.7%	31%	False	False	249
20	0.7880	0.7686	0.0195	2.5%	0.0051	0.7%	23%	False	False	211
40	0.8014	0.7686	0.0328	4.2%	0.0044	0.6%	14%	False	False	162
60	0.8014	0.7679	0.0335	4.3%	0.0041	0.5%	16%	False	False	135
80	0.8051	0.7679	0.0373	4.8%	0.0040	0.5%	14%	False	False	128
100	0.8177	0.7679	0.0498	6.4%	0.0039	0.5%	10%	False	False	108

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7898
2.618	0.7839
1.618	0.7803
1.000	0.7781
0.618	0.7767
HIGH	0.7745
0.618	0.7731
0.500	0.7727
0.382	0.7722
LOW	0.7709
0.618	0.7686
1.000	0.7672
1.618	0.7650
2.618	0.7614
4.250	0.7555

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	0.7729	0.7733
PP	0.7728	0.7732
S1	0.7727	0.7731

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