CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 09-Mar-2018
Day Change Summary
Previous Current
08-Mar-2018 09-Mar-2018 Change Change % Previous Week
Open 0.7782 0.7832 0.0050 0.6% 0.7750
High 0.7801 0.7836 0.0035 0.4% 0.7836
Low 0.7760 0.7813 0.0053 0.7% 0.7736
Close 0.7787 0.7834 0.0047 0.6% 0.7834
Range 0.0041 0.0023 -0.0019 -44.6% 0.0100
ATR 0.0047 0.0048 0.0000 0.2% 0.0000
Volume 60 28 -32 -53.3% 224
Daily Pivots for day following 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7888 0.7846
R3 0.7873 0.7865 0.7840
R2 0.7850 0.7850 0.7838
R1 0.7842 0.7842 0.7836 0.7846
PP 0.7827 0.7827 0.7827 0.7829
S1 0.7819 0.7819 0.7831 0.7823
S2 0.7804 0.7804 0.7829
S3 0.7781 0.7796 0.7827
S4 0.7758 0.7773 0.7821
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8102 0.8068 0.7889
R3 0.8002 0.7968 0.7861
R2 0.7902 0.7902 0.7852
R1 0.7868 0.7868 0.7843 0.7885
PP 0.7802 0.7802 0.7802 0.7810
S1 0.7768 0.7768 0.7824 0.7785
S2 0.7702 0.7702 0.7815
S3 0.7602 0.7668 0.7806
S4 0.7502 0.7568 0.7779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7836 0.7736 0.0100 1.3% 0.0031 0.4% 98% True False 44
10 0.7963 0.7736 0.0228 2.9% 0.0037 0.5% 43% False False 69
20 0.8051 0.7736 0.0316 4.0% 0.0039 0.5% 31% False False 76
40 0.8177 0.7736 0.0441 5.6% 0.0036 0.5% 22% False False 53
Crabel Price Patterns
NR True
NR4 False
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7896
1.618 0.7873
1.000 0.7858
0.618 0.7850
HIGH 0.7836
0.618 0.7827
0.500 0.7824
0.382 0.7821
LOW 0.7813
0.618 0.7798
1.000 0.7790
1.618 0.7775
2.618 0.7752
4.250 0.7715
Fisher Pivots for day following 09-Mar-2018
Pivot 1 day 3 day
R1 0.7830 0.7818
PP 0.7827 0.7802
S1 0.7824 0.7787

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

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