CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 0.8105 0.8075 -0.0030 -0.4% 0.8200
High 0.8125 0.8114 -0.0011 -0.1% 0.8217
Low 0.8081 0.8065 -0.0016 -0.2% 0.8078
Close 0.8100 0.8104 0.0005 0.1% 0.8112
Range 0.0044 0.0050 0.0005 12.5% 0.0139
ATR 0.0068 0.0067 -0.0001 -2.0% 0.0000
Volume 28 60 32 114.3% 335
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8243 0.8223 0.8131
R3 0.8193 0.8173 0.8118
R2 0.8144 0.8144 0.8113
R1 0.8124 0.8124 0.8109 0.8134
PP 0.8094 0.8094 0.8094 0.8099
S1 0.8074 0.8074 0.8099 0.8084
S2 0.8045 0.8045 0.8095
S3 0.7995 0.8025 0.8090
S4 0.7946 0.7975 0.8077
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 0.8065 0.0136 1.7% 0.0060 0.7% 29% False True 45
10 0.8250 0.8065 0.0185 2.3% 0.0061 0.7% 21% False True 75
20 0.8290 0.7914 0.0375 4.6% 0.0070 0.9% 51% False False 86
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 True
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 0.8324
2.618 0.8244
1.618 0.8194
1.000 0.8164
0.618 0.8145
HIGH 0.8114
0.618 0.8095
0.500 0.8089
0.382 0.8083
LOW 0.8065
0.618 0.8034
1.000 0.8015
1.618 0.7984
2.618 0.7935
4.250 0.7854
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 0.8099 0.8113
PP 0.8094 0.8110
S1 0.8089 0.8107

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

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