CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 0.8140 0.8151 0.0011 0.1% 0.8238
High 0.8162 0.8200 0.0038 0.5% 0.8275
Low 0.8131 0.8078 -0.0053 -0.7% 0.8175
Close 0.8154 0.8099 -0.0055 -0.7% 0.8213
Range 0.0031 0.0122 0.0091 293.5% 0.0099
ATR 0.0071 0.0074 0.0004 5.2% 0.0000
Volume 76 104 28 36.8% 544
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8492 0.8417 0.8166
R3 0.8370 0.8295 0.8133
R2 0.8248 0.8248 0.8121
R1 0.8173 0.8173 0.8110 0.8150
PP 0.8126 0.8126 0.8126 0.8114
S1 0.8051 0.8051 0.8088 0.8028
S2 0.8004 0.8004 0.8077
S3 0.7882 0.7929 0.8065
S4 0.7760 0.7807 0.8032
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 0.8078 0.0172 2.1% 0.0074 0.9% 12% False True 111
10 0.8290 0.8078 0.0211 2.6% 0.0069 0.8% 10% False True 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8719
2.618 0.8519
1.618 0.8397
1.000 0.8322
0.618 0.8275
HIGH 0.8200
0.618 0.8153
0.500 0.8139
0.382 0.8125
LOW 0.8078
0.618 0.8003
1.000 0.7956
1.618 0.7881
2.618 0.7759
4.250 0.7560
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 0.8139 0.8148
PP 0.8126 0.8131
S1 0.8112 0.8115

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

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