CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 0.8017 0.7997 -0.0020 -0.2% 0.8105
High 0.8017 0.8018 0.0002 0.0% 0.8125
Low 0.7992 0.7985 -0.0008 -0.1% 0.7989
Close 0.8005 0.8013 0.0008 0.1% 0.8029
Range 0.0024 0.0033 0.0009 36.7% 0.0136
ATR 0.0066 0.0064 -0.0002 -3.5% 0.0000
Volume 58 45 -13 -22.4% 585
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8105 0.8092 0.8031
R3 0.8072 0.8059 0.8022
R2 0.8038 0.8038 0.8019
R1 0.8025 0.8025 0.8016 0.8032
PP 0.8005 0.8005 0.8005 0.8008
S1 0.7992 0.7992 0.8009 0.7999
S2 0.7972 0.7972 0.8006
S3 0.7938 0.7959 0.8003
S4 0.7905 0.7925 0.7994
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 0.8111 0.7985 0.0126 1.6% 0.0056 0.7% 22% False True 120
10 0.8200 0.7985 0.0216 2.7% 0.0058 0.7% 13% False True 82
20 0.8290 0.7985 0.0305 3.8% 0.0065 0.8% 9% False True 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8160
2.618 0.8106
1.618 0.8072
1.000 0.8051
0.618 0.8039
HIGH 0.8018
0.618 0.8005
0.500 0.8001
0.382 0.7997
LOW 0.7985
0.618 0.7964
1.000 0.7951
1.618 0.7930
2.618 0.7897
4.250 0.7842
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 0.8009 0.8020
PP 0.8005 0.8017
S1 0.8001 0.8015

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

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