CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 0.8124 0.8105 -0.0019 -0.2% 0.8200
High 0.8161 0.8125 -0.0036 -0.4% 0.8217
Low 0.8103 0.8081 -0.0022 -0.3% 0.8078
Close 0.8112 0.8100 -0.0012 -0.1% 0.8112
Range 0.0058 0.0044 -0.0014 -24.1% 0.0139
ATR 0.0070 0.0068 -0.0002 -2.7% 0.0000
Volume 24 28 4 16.7% 335
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8234 0.8211 0.8124
R3 0.8190 0.8167 0.8112
R2 0.8146 0.8146 0.8108
R1 0.8123 0.8123 0.8104 0.8112
PP 0.8102 0.8102 0.8102 0.8096
S1 0.8079 0.8079 0.8095 0.8068
S2 0.8057 0.8057 0.8091
S3 0.8013 0.8034 0.8087
S4 0.7969 0.7990 0.8075
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 0.8200 0.8078 0.0122 1.5% 0.0057 0.7% 18% False False 48
10 0.8275 0.8078 0.0196 2.4% 0.0062 0.8% 11% False False 81
20 0.8290 0.7914 0.0375 4.6% 0.0069 0.9% 49% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8312
2.618 0.8240
1.618 0.8196
1.000 0.8169
0.618 0.8152
HIGH 0.8125
0.618 0.8108
0.500 0.8103
0.382 0.8097
LOW 0.8081
0.618 0.8053
1.000 0.8036
1.618 0.8009
2.618 0.7965
4.250 0.7893
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 0.8103 0.8121
PP 0.8102 0.8114
S1 0.8101 0.8107

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

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