CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 0.7725 0.7707 -0.0018 -0.2% 0.7772
High 0.7731 0.7744 0.0014 0.2% 0.7805
Low 0.7705 0.7694 -0.0011 -0.1% 0.7686
Close 0.7711 0.7721 0.0010 0.1% 0.7762
Range 0.0025 0.0050 0.0025 96.1% 0.0120
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 264 164 -100 -37.9% 941
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7870 0.7845 0.7749
R3 0.7820 0.7795 0.7735
R2 0.7770 0.7770 0.7730
R1 0.7745 0.7745 0.7726 0.7758
PP 0.7720 0.7720 0.7720 0.7726
S1 0.7695 0.7695 0.7716 0.7708
S2 0.7670 0.7670 0.7712
S3 0.7620 0.7645 0.7707
S4 0.7570 0.7595 0.7694
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 0.7766 0.7694 0.0071 0.9% 0.0041 0.5% 38% False True 214
10 0.7831 0.7686 0.0146 1.9% 0.0048 0.6% 24% False False 178
20 0.7880 0.7686 0.0195 2.5% 0.0050 0.6% 18% False False 220
40 0.7995 0.7686 0.0310 4.0% 0.0045 0.6% 11% False False 169
60 0.8014 0.7683 0.0331 4.3% 0.0042 0.5% 12% False False 139
80 0.8014 0.7679 0.0335 4.3% 0.0040 0.5% 13% False False 132
100 0.8177 0.7679 0.0498 6.4% 0.0039 0.5% 9% False False 112
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 True
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 0.7957
2.618 0.7875
1.618 0.7825
1.000 0.7794
0.618 0.7775
HIGH 0.7744
0.618 0.7725
0.500 0.7719
0.382 0.7713
LOW 0.7694
0.618 0.7663
1.000 0.7644
1.618 0.7613
2.618 0.7563
4.250 0.7482
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 0.7720 0.7720
PP 0.7720 0.7720
S1 0.7719 0.7719

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

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