CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 0.8033 0.8020 -0.0013 -0.2% 0.8105
High 0.8035 0.8027 -0.0009 -0.1% 0.8125
Low 0.8008 0.7957 -0.0051 -0.6% 0.7989
Close 0.8022 0.7961 -0.0061 -0.8% 0.8029
Range 0.0027 0.0069 0.0042 157.4% 0.0136
ATR 0.0061 0.0062 0.0001 1.0% 0.0000
Volume 49 95 46 93.9% 585
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8190 0.8145 0.7999
R3 0.8120 0.8075 0.7980
R2 0.8051 0.8051 0.7974
R1 0.8006 0.8006 0.7967 0.7994
PP 0.7982 0.7982 0.7982 0.7975
S1 0.7937 0.7937 0.7955 0.7924
S2 0.7912 0.7912 0.7948
S3 0.7843 0.7867 0.7942
S4 0.7773 0.7798 0.7923
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 0.8055 0.7957 0.0098 1.2% 0.0044 0.6% 4% False True 86
10 0.8161 0.7957 0.0204 2.6% 0.0053 0.7% 2% False True 85
20 0.8290 0.7957 0.0332 4.2% 0.0058 0.7% 1% False True 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8322
2.618 0.8208
1.618 0.8139
1.000 0.8096
0.618 0.8069
HIGH 0.8027
0.618 0.8000
0.500 0.7992
0.382 0.7984
LOW 0.7957
0.618 0.7914
1.000 0.7888
1.618 0.7845
2.618 0.7775
4.250 0.7662
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 0.7992 0.7996
PP 0.7982 0.7984
S1 0.7971 0.7973

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

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