CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 0.8200 0.8250 0.0051 0.6% 0.8238
High 0.8228 0.8250 0.0023 0.3% 0.8275
Low 0.8175 0.8189 0.0013 0.2% 0.8175
Close 0.8207 0.8213 0.0006 0.1% 0.8213
Range 0.0052 0.0062 0.0009 17.1% 0.0099
ATR 0.0072 0.0071 -0.0001 -1.0% 0.0000
Volume 106 149 43 40.6% 544
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8402 0.8369 0.8246
R3 0.8340 0.8307 0.8229
R2 0.8279 0.8279 0.8224
R1 0.8246 0.8246 0.8218 0.8231
PP 0.8217 0.8217 0.8217 0.8210
S1 0.8184 0.8184 0.8207 0.8170
S2 0.8156 0.8156 0.8201
S3 0.8094 0.8123 0.8196
S4 0.8033 0.8061 0.8179
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8519 0.8465 0.8267
R3 0.8420 0.8366 0.8240
R2 0.8320 0.8320 0.8231
R1 0.8266 0.8266 0.8222 0.8244
PP 0.8221 0.8221 0.8221 0.8209
S1 0.8167 0.8167 0.8203 0.8144
S2 0.8121 0.8121 0.8194
S3 0.8022 0.8067 0.8185
S4 0.7922 0.7968 0.8158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8275 0.8175 0.0099 1.2% 0.0056 0.7% 38% False False 108
10 0.8290 0.8047 0.0243 3.0% 0.0071 0.9% 68% False False 119
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8511
2.618 0.8411
1.618 0.8350
1.000 0.8312
0.618 0.8288
HIGH 0.8250
0.618 0.8227
0.500 0.8219
0.382 0.8212
LOW 0.8189
0.618 0.8150
1.000 0.8127
1.618 0.8089
2.618 0.8027
4.250 0.7927
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 0.8219 0.8213
PP 0.8217 0.8213
S1 0.8215 0.8213

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

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