CME Canadian Dollar Future June 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	0.7577	0.7576	-0.0002	0.0%	0.7705
High	0.7599	0.7577	-0.0022	-0.3%	0.7723
Low	0.7555	0.7524	-0.0031	-0.4%	0.7571
Close	0.7566	0.7531	-0.0036	-0.5%	0.7587
Range	0.0044	0.0053	0.0009	19.3%	0.0152
ATR	0.0061	0.0061	-0.0001	-1.0%	0.0000
Volume	10,245	513	-9,732	-95.0%	442,597

Daily Pivots for day following 19-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7668	0.7559
R3	0.7649	0.7616	0.7545
R2	0.7596	0.7596	0.7540
R1	0.7563	0.7563	0.7535	0.7554
PP	0.7544	0.7544	0.7544	0.7539
S1	0.7511	0.7511	0.7526	0.7501
S2	0.7491	0.7491	0.7521
S3	0.7439	0.7458	0.7516
S4	0.7386	0.7406	0.7502

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.7987	0.7671
R3	0.7931	0.7835	0.7629
R2	0.7779	0.7779	0.7615
R1	0.7683	0.7683	0.7601	0.7655
PP	0.7627	0.7627	0.7627	0.7613
S1	0.7531	0.7531	0.7573	0.7503
S2	0.7475	0.7475	0.7559
S3	0.7323	0.7379	0.7545
S4	0.7171	0.7227	0.7503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7723	0.7524	0.0199	2.6%	0.0062	0.8%	3%	False	True	58,647
10	0.7780	0.7524	0.0256	3.4%	0.0056	0.7%	3%	False	True	72,273
20	0.7853	0.7524	0.0329	4.4%	0.0062	0.8%	2%	False	True	84,564
40	0.7862	0.7524	0.0338	4.5%	0.0059	0.8%	2%	False	True	79,194
60	0.7992	0.7524	0.0468	6.2%	0.0057	0.8%	1%	False	True	77,736
80	0.7992	0.7524	0.0468	6.2%	0.0058	0.8%	1%	False	True	67,493
100	0.8175	0.7524	0.0651	8.6%	0.0058	0.8%	1%	False	True	54,047
120	0.8175	0.7524	0.0651	8.6%	0.0057	0.8%	1%	False	True	45,064

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7800
2.618	0.7714
1.618	0.7661
1.000	0.7629
0.618	0.7609
HIGH	0.7577
0.618	0.7556
0.500	0.7550
0.382	0.7544
LOW	0.7524
0.618	0.7492
1.000	0.7471
1.618	0.7439
2.618	0.7387
4.250	0.7301

Fisher Pivots for day following 19-Jun-2018
Pivot	1 day	3 day
R1	0.7550	0.7579
PP	0.7544	0.7563
S1	0.7537	0.7547

Download as Excel Spreadsheet

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

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