CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Jun-2018
Day Change Summary
Previous Current
18-Jun-2018 19-Jun-2018 Change Change % Previous Week
Open 0.7612 0.7599 -0.0013 -0.2% 0.7740
High 0.7622 0.7599 -0.0023 -0.3% 0.7750
Low 0.7586 0.7550 -0.0036 -0.5% 0.7600
Close 0.7592 0.7556 -0.0037 -0.5% 0.7614
Range 0.0036 0.0049 0.0013 36.1% 0.0150
ATR 0.0053 0.0053 0.0000 -0.6% 0.0000
Volume 371 244 -127 -34.2% 1,324
Daily Pivots for day following 19-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7715 0.7684 0.7582
R3 0.7666 0.7635 0.7569
R2 0.7617 0.7617 0.7564
R1 0.7586 0.7586 0.7560 0.7577
PP 0.7568 0.7568 0.7568 0.7564
S1 0.7537 0.7537 0.7551 0.7528
S2 0.7519 0.7519 0.7547
S3 0.7470 0.7488 0.7542
S4 0.7421 0.7439 0.7529
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 0.7550 0.0200 2.6% 0.0056 0.7% 3% False True 294
10 0.7805 0.7550 0.0255 3.4% 0.0049 0.6% 2% False True 277
20 0.7880 0.7550 0.0330 4.4% 0.0052 0.7% 2% False True 254
40 0.7880 0.7550 0.0330 4.4% 0.0045 0.6% 2% False True 186
60 0.8014 0.7550 0.0463 6.1% 0.0043 0.6% 1% False True 156
80 0.8014 0.7550 0.0463 6.1% 0.0041 0.5% 1% False True 143
100 0.8177 0.7550 0.0627 8.3% 0.0040 0.5% 1% False True 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7807
2.618 0.7727
1.618 0.7678
1.000 0.7648
0.618 0.7629
HIGH 0.7599
0.618 0.7580
0.500 0.7575
0.382 0.7569
LOW 0.7550
0.618 0.7520
1.000 0.7501
1.618 0.7471
2.618 0.7422
4.250 0.7342
Fisher Pivots for day following 19-Jun-2018
Pivot 1 day 3 day
R1 0.7575 0.7602
PP 0.7568 0.7586
S1 0.7562 0.7571

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

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