CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 0.8106 0.8023 -0.0083 -1.0% 0.8200
High 0.8111 0.8060 -0.0052 -0.6% 0.8217
Low 0.8018 0.7999 -0.0019 -0.2% 0.8078
Close 0.8030 0.8055 0.0025 0.3% 0.8112
Range 0.0093 0.0060 -0.0033 -35.3% 0.0139
ATR 0.0069 0.0068 -0.0001 -0.9% 0.0000
Volume 206 104 -102 -49.5% 335
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8219 0.8198 0.8088
R3 0.8159 0.8137 0.8072
R2 0.8098 0.8098 0.8066
R1 0.8077 0.8077 0.8061 0.8087
PP 0.8038 0.8038 0.8038 0.8043
S1 0.8016 0.8016 0.8049 0.8027
S2 0.7977 0.7977 0.8044
S3 0.7917 0.7956 0.8038
S4 0.7856 0.7895 0.8022
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 0.8161 0.7999 0.0162 2.0% 0.0061 0.8% 35% False True 84
10 0.8250 0.7999 0.0251 3.1% 0.0065 0.8% 22% False True 88
20 0.8290 0.7914 0.0375 4.7% 0.0071 0.9% 38% False False 97
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8317
2.618 0.8218
1.618 0.8157
1.000 0.8120
0.618 0.8097
HIGH 0.8060
0.618 0.8036
0.500 0.8029
0.382 0.8022
LOW 0.7999
0.618 0.7962
1.000 0.7939
1.618 0.7901
2.618 0.7841
4.250 0.7742
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 0.8046 0.8057
PP 0.8038 0.8056
S1 0.8029 0.8056

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

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