CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 0.8047 0.8017 -0.0031 -0.4% 0.8105
High 0.8055 0.8017 -0.0039 -0.5% 0.8125
Low 0.7989 0.7992 0.0003 0.0% 0.7989
Close 0.8029 0.8005 -0.0024 -0.3% 0.8029
Range 0.0066 0.0024 -0.0042 -62.9% 0.0136
ATR 0.0068 0.0066 -0.0002 -3.3% 0.0000
Volume 187 58 -129 -69.0% 585
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8078 0.8066 0.8018
R3 0.8053 0.8041 0.8011
R2 0.8029 0.8029 0.8009
R1 0.8017 0.8017 0.8007 0.8011
PP 0.8004 0.8004 0.8004 0.8001
S1 0.7992 0.7992 0.8002 0.7986
S2 0.7980 0.7980 0.8000
S3 0.7955 0.7968 0.7998
S4 0.7931 0.7943 0.7991
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8454 0.8377 0.8103
R3 0.8318 0.8241 0.8066
R2 0.8183 0.8183 0.8053
R1 0.8106 0.8106 0.8041 0.8077
PP 0.8047 0.8047 0.8047 0.8033
S1 0.7970 0.7970 0.8016 0.7941
S2 0.7912 0.7912 0.8004
S3 0.7776 0.7835 0.7991
S4 0.7641 0.7699 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8114 0.7989 0.0125 1.6% 0.0059 0.7% 12% False False 123
10 0.8200 0.7989 0.0211 2.6% 0.0058 0.7% 7% False False 85
20 0.8290 0.7989 0.0300 3.8% 0.0066 0.8% 5% False False 106
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8081
1.618 0.8056
1.000 0.8041
0.618 0.8032
HIGH 0.8017
0.618 0.8007
0.500 0.8004
0.382 0.8001
LOW 0.7992
0.618 0.7977
1.000 0.7968
1.618 0.7952
2.618 0.7928
4.250 0.7888
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 0.8004 0.8024
PP 0.8004 0.8018
S1 0.8004 0.8011

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

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