CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 0.8200 0.8140 -0.0060 -0.7% 0.8238
High 0.8217 0.8162 -0.0055 -0.7% 0.8275
Low 0.8113 0.8131 0.0019 0.2% 0.8175
Close 0.8129 0.8154 0.0026 0.3% 0.8213
Range 0.0105 0.0031 -0.0073 -70.3% 0.0099
ATR 0.0074 0.0071 -0.0003 -3.9% 0.0000
Volume 120 76 -44 -36.7% 544
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8242 0.8229 0.8171
R3 0.8211 0.8198 0.8163
R2 0.8180 0.8180 0.8160
R1 0.8167 0.8167 0.8157 0.8174
PP 0.8149 0.8149 0.8149 0.8152
S1 0.8136 0.8136 0.8151 0.8143
S2 0.8118 0.8118 0.8148
S3 0.8087 0.8105 0.8145
S4 0.8056 0.8074 0.8137
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 0.8250 0.8113 0.0138 1.7% 0.0061 0.7% 30% False False 104
10 0.8290 0.8068 0.0222 2.7% 0.0073 0.9% 39% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8294
2.618 0.8243
1.618 0.8212
1.000 0.8193
0.618 0.8181
HIGH 0.8162
0.618 0.8150
0.500 0.8147
0.382 0.8143
LOW 0.8131
0.618 0.8112
1.000 0.8100
1.618 0.8081
2.618 0.8050
4.250 0.7999
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 0.8152 0.8181
PP 0.8149 0.8172
S1 0.8147 0.8163

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

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