CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 0.8109 0.8124 0.0015 0.2% 0.8200
High 0.8119 0.8161 0.0042 0.5% 0.8217
Low 0.8091 0.8103 0.0012 0.1% 0.8078
Close 0.8107 0.8112 0.0005 0.1% 0.8112
Range 0.0028 0.0058 0.0030 107.1% 0.0139
ATR 0.0071 0.0070 -0.0001 -1.3% 0.0000
Volume 11 24 13 118.2% 335
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8299 0.8263 0.8143
R3 0.8241 0.8205 0.8127
R2 0.8183 0.8183 0.8122
R1 0.8147 0.8147 0.8117 0.8136
PP 0.8125 0.8125 0.8125 0.8119
S1 0.8089 0.8089 0.8106 0.8078
S2 0.8067 0.8067 0.8101
S3 0.8009 0.8031 0.8096
S4 0.7951 0.7973 0.8080
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8552 0.8471 0.8188
R3 0.8413 0.8332 0.8150
R2 0.8274 0.8274 0.8137
R1 0.8193 0.8193 0.8124 0.8164
PP 0.8136 0.8136 0.8136 0.8121
S1 0.8054 0.8054 0.8099 0.8025
S2 0.7997 0.7997 0.8086
S3 0.7858 0.7915 0.8073
S4 0.7719 0.7776 0.8035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8217 0.8078 0.0139 1.7% 0.0069 0.8% 24% False False 67
10 0.8275 0.8078 0.0196 2.4% 0.0063 0.8% 17% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8407
2.618 0.8312
1.618 0.8254
1.000 0.8219
0.618 0.8196
HIGH 0.8161
0.618 0.8138
0.500 0.8132
0.382 0.8125
LOW 0.8103
0.618 0.8067
1.000 0.8044
1.618 0.8009
2.618 0.7951
4.250 0.7856
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 0.8132 0.8139
PP 0.8125 0.8130
S1 0.8118 0.8121

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

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