CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 0.7654 0.7612 -0.0042 -0.5% 0.7740
High 0.7654 0.7622 -0.0031 -0.4% 0.7750
Low 0.7600 0.7586 -0.0014 -0.2% 0.7600
Close 0.7614 0.7592 -0.0022 -0.3% 0.7614
Range 0.0053 0.0036 -0.0017 -32.7% 0.0150
ATR 0.0055 0.0053 -0.0001 -2.4% 0.0000
Volume 438 371 -67 -15.3% 1,324
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7708 0.7686 0.7612
R3 0.7672 0.7650 0.7602
R2 0.7636 0.7636 0.7599
R1 0.7614 0.7614 0.7595 0.7607
PP 0.7600 0.7600 0.7600 0.7597
S1 0.7578 0.7578 0.7589 0.7571
S2 0.7564 0.7564 0.7585
S3 0.7528 0.7542 0.7582
S4 0.7492 0.7506 0.7572
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8104 0.8009 0.7696
R3 0.7954 0.7859 0.7655
R2 0.7804 0.7804 0.7641
R1 0.7709 0.7709 0.7627 0.7682
PP 0.7655 0.7655 0.7655 0.7641
S1 0.7559 0.7559 0.7600 0.7532
S2 0.7505 0.7505 0.7586
S3 0.7355 0.7409 0.7572
S4 0.7205 0.7259 0.7531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7586 0.0164 2.2% 0.0051 0.7% 4% False True 298
10 0.7805 0.7586 0.0219 2.9% 0.0052 0.7% 3% False True 261
20 0.7880 0.7586 0.0294 3.9% 0.0052 0.7% 2% False True 243
40 0.7880 0.7586 0.0294 3.9% 0.0046 0.6% 2% False True 184
60 0.8014 0.7586 0.0428 5.6% 0.0043 0.6% 1% False True 154
80 0.8014 0.7586 0.0428 5.6% 0.0041 0.5% 1% False True 140
100 0.8177 0.7586 0.0591 7.8% 0.0040 0.5% 1% False True 123
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7775
2.618 0.7716
1.618 0.7680
1.000 0.7658
0.618 0.7644
HIGH 0.7622
0.618 0.7608
0.500 0.7604
0.382 0.7600
LOW 0.7586
0.618 0.7564
1.000 0.7550
1.618 0.7528
2.618 0.7492
4.250 0.7433
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 0.7604 0.7668
PP 0.7600 0.7643
S1 0.7596 0.7617

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

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