CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 0.7707 0.7734 0.0027 0.3% 0.7772
High 0.7744 0.7750 0.0006 0.1% 0.7805
Low 0.7694 0.7660 -0.0034 -0.4% 0.7686
Close 0.7721 0.7661 -0.0060 -0.8% 0.7762
Range 0.0050 0.0090 0.0040 80.0% 0.0120
ATR 0.0051 0.0054 0.0003 5.4% 0.0000
Volume 164 254 90 54.9% 941
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7960 0.7901 0.7711
R3 0.7870 0.7811 0.7686
R2 0.7780 0.7780 0.7678
R1 0.7721 0.7721 0.7669 0.7706
PP 0.7690 0.7690 0.7690 0.7683
S1 0.7631 0.7631 0.7653 0.7616
S2 0.7600 0.7600 0.7645
S3 0.7510 0.7541 0.7636
S4 0.7420 0.7451 0.7612
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 0.7660 0.0106 1.4% 0.0053 0.7% 1% False True 215
10 0.7805 0.7660 0.0145 1.9% 0.0048 0.6% 1% False True 185
20 0.7880 0.7660 0.0220 2.9% 0.0052 0.7% 0% False True 220
40 0.7972 0.7660 0.0312 4.1% 0.0046 0.6% 0% False True 173
60 0.8014 0.7660 0.0354 4.6% 0.0043 0.6% 0% False True 143
80 0.8014 0.7660 0.0354 4.6% 0.0041 0.5% 0% False True 134
100 0.8177 0.7660 0.0517 6.7% 0.0040 0.5% 0% False True 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8133
2.618 0.7986
1.618 0.7896
1.000 0.7840
0.618 0.7806
HIGH 0.7750
0.618 0.7716
0.500 0.7705
0.382 0.7694
LOW 0.7660
0.618 0.7604
1.000 0.7570
1.618 0.7514
2.618 0.7424
4.250 0.7278
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 0.7705 0.7705
PP 0.7690 0.7690
S1 0.7676 0.7676

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

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