CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 0.8250 0.8200 -0.0050 -0.6% 0.8238
High 0.8250 0.8217 -0.0033 -0.4% 0.8275
Low 0.8189 0.8113 -0.0076 -0.9% 0.8175
Close 0.8213 0.8129 -0.0084 -1.0% 0.8213
Range 0.0062 0.0105 0.0043 69.9% 0.0099
ATR 0.0071 0.0074 0.0002 3.3% 0.0000
Volume 149 120 -29 -19.5% 544
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8466 0.8402 0.8186
R3 0.8362 0.8297 0.8157
R2 0.8257 0.8257 0.8148
R1 0.8193 0.8193 0.8138 0.8173
PP 0.8153 0.8153 0.8153 0.8143
S1 0.8088 0.8088 0.8119 0.8068
S2 0.8048 0.8048 0.8109
S3 0.7944 0.7984 0.8100
S4 0.7839 0.7879 0.8071
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 0.8113 0.0162 2.0% 0.0068 0.8% 10% False True 113
10 0.8290 0.8061 0.0229 2.8% 0.0075 0.9% 30% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8661
2.618 0.8491
1.618 0.8386
1.000 0.8322
0.618 0.8282
HIGH 0.8217
0.618 0.8177
0.500 0.8165
0.382 0.8152
LOW 0.8113
0.618 0.8048
1.000 0.8008
1.618 0.7943
2.618 0.7839
4.250 0.7668
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 0.8165 0.8181
PP 0.8153 0.8164
S1 0.8141 0.8146

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

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