CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 0.8257 0.8215 -0.0042 -0.5% 0.8110
High 0.8275 0.8246 -0.0029 -0.3% 0.8290
Low 0.8208 0.8190 -0.0018 -0.2% 0.8061
Close 0.8214 0.8200 -0.0013 -0.2% 0.8236
Range 0.0067 0.0056 -0.0011 -15.8% 0.0229
ATR
Volume 120 73 -47 -39.2% 614
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8380 0.8346 0.8231
R3 0.8324 0.8290 0.8215
R2 0.8268 0.8268 0.8210
R1 0.8234 0.8234 0.8205 0.8223
PP 0.8212 0.8212 0.8212 0.8207
S1 0.8178 0.8178 0.8195 0.8167
S2 0.8156 0.8156 0.8190
S3 0.8100 0.8122 0.8185
S4 0.8044 0.8066 0.8169
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 0.8177 0.0113 1.4% 0.0063 0.8% 20% False False 95
10 0.8290 0.7914 0.0375 4.6% 0.0079 1.0% 76% False False 100
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8484
2.618 0.8393
1.618 0.8337
1.000 0.8302
0.618 0.8281
HIGH 0.8246
0.618 0.8225
0.500 0.8218
0.382 0.8211
LOW 0.8190
0.618 0.8155
1.000 0.8134
1.618 0.8099
2.618 0.8043
4.250 0.7952
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 0.8218 0.8232
PP 0.8212 0.8222
S1 0.8206 0.8211

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

View Archives - Comment on this page... - Back to Index of Symbols