CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 0.8271 0.8238 -0.0034 -0.4% 0.8110
High 0.8290 0.8266 -0.0024 -0.3% 0.8290
Low 0.8225 0.8220 -0.0005 -0.1% 0.8061
Close 0.8236 0.8258 0.0023 0.3% 0.8236
Range 0.0064 0.0046 -0.0018 -28.7% 0.0229
ATR
Volume 140 96 -44 -31.4% 614
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8386 0.8368 0.8283
R3 0.8340 0.8322 0.8271
R2 0.8294 0.8294 0.8266
R1 0.8276 0.8276 0.8262 0.8285
PP 0.8248 0.8248 0.8248 0.8253
S1 0.8230 0.8230 0.8254 0.8239
S2 0.8202 0.8202 0.8250
S3 0.8156 0.8184 0.8245
S4 0.8110 0.8138 0.8233
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8882 0.8788 0.8361
R3 0.8653 0.8559 0.8298
R2 0.8424 0.8424 0.8277
R1 0.8330 0.8330 0.8256 0.8377
PP 0.8195 0.8195 0.8195 0.8219
S1 0.8101 0.8101 0.8215 0.8148
S2 0.7966 0.7966 0.8194
S3 0.7737 0.7872 0.8173
S4 0.7508 0.7643 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8290 0.8061 0.0229 2.8% 0.0082 1.0% 86% False False 142
10 0.8290 0.7914 0.0375 4.5% 0.0076 0.9% 92% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8462
2.618 0.8386
1.618 0.8340
1.000 0.8312
0.618 0.8294
HIGH 0.8266
0.618 0.8248
0.500 0.8243
0.382 0.8238
LOW 0.8220
0.618 0.8192
1.000 0.8174
1.618 0.8146
2.618 0.8100
4.250 0.8025
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 0.8253 0.8250
PP 0.8248 0.8242
S1 0.8243 0.8233

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

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