CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 0.8151 0.8109 -0.0042 -0.5% 0.8238
High 0.8200 0.8119 -0.0081 -1.0% 0.8275
Low 0.8078 0.8091 0.0013 0.2% 0.8175
Close 0.8099 0.8107 0.0008 0.1% 0.8213
Range 0.0122 0.0028 -0.0094 -77.0% 0.0099
ATR 0.0074 0.0071 -0.0003 -4.5% 0.0000
Volume 104 11 -93 -89.4% 544
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8190 0.8176 0.8122
R3 0.8162 0.8148 0.8114
R2 0.8134 0.8134 0.8112
R1 0.8120 0.8120 0.8109 0.8113
PP 0.8106 0.8106 0.8106 0.8102
S1 0.8092 0.8092 0.8104 0.8085
S2 0.8077 0.8077 0.8101
S3 0.8049 0.8064 0.8099
S4 0.8021 0.8036 0.8091
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% 0.0069 0.9% 17% False False 92
10 0.8290 0.8078 0.0211 2.6% 0.0063 0.8% 13% False False 99
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8238
2.618 0.8192
1.618 0.8164
1.000 0.8147
0.618 0.8136
HIGH 0.8119
0.618 0.8108
0.500 0.8105
0.382 0.8102
LOW 0.8091
0.618 0.8074
1.000 0.8063
1.618 0.8046
2.618 0.8018
4.250 0.7972
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 0.8106 0.8139
PP 0.8106 0.8128
S1 0.8105 0.8117

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

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