CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 0.7549 0.7534 -0.0016 -0.2% 0.7612
High 0.7550 0.7555 0.0005 0.1% 0.7622
Low 0.7533 0.7500 -0.0033 -0.4% 0.7500
Close 0.7545 0.7536 -0.0009 -0.1% 0.7555
Range 0.0017 0.0055 0.0038 230.3% 0.0123
ATR 0.0046 0.0046 0.0001 1.4% 0.0000
Volume 36 163 127 352.8% 1,217
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7694 0.7669 0.7565
R3 0.7639 0.7615 0.7550
R2 0.7585 0.7585 0.7545
R1 0.7560 0.7560 0.7540 0.7572
PP 0.7530 0.7530 0.7530 0.7536
S1 0.7506 0.7506 0.7531 0.7518
S2 0.7476 0.7476 0.7526
S3 0.7421 0.7451 0.7521
S4 0.7367 0.7397 0.7506
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7926 0.7863 0.7622
R3 0.7804 0.7741 0.7589
R2 0.7681 0.7681 0.7577
R1 0.7618 0.7618 0.7566 0.7589
PP 0.7559 0.7559 0.7559 0.7544
S1 0.7496 0.7496 0.7544 0.7466
S2 0.7436 0.7436 0.7533
S3 0.7314 0.7373 0.7521
S4 0.7191 0.7251 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7562 0.7500 0.0063 0.8% 0.0036 0.5% 58% False False 153
10 0.7750 0.7500 0.0250 3.3% 0.0043 0.6% 14% False False 215
20 0.7831 0.7500 0.0331 4.4% 0.0046 0.6% 11% False False 197
40 0.7880 0.7500 0.0380 5.0% 0.0046 0.6% 9% False False 187
60 0.8014 0.7500 0.0514 6.8% 0.0043 0.6% 7% False False 160
80 0.8014 0.7500 0.0514 6.8% 0.0041 0.5% 7% False False 147
100 0.8077 0.7500 0.0577 7.7% 0.0041 0.5% 6% False False 133
120 0.8177 0.7500 0.0677 9.0% 0.0039 0.5% 5% False False 115
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7697
1.618 0.7643
1.000 0.7609
0.618 0.7588
HIGH 0.7555
0.618 0.7534
0.500 0.7527
0.382 0.7521
LOW 0.7500
0.618 0.7466
1.000 0.7446
1.618 0.7412
2.618 0.7357
4.250 0.7268
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 0.7533 0.7533
PP 0.7530 0.7530
S1 0.7527 0.7527

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

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