CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 0.8037 0.8022 -0.0015 -0.2% 0.7971
High 0.8044 0.8033 -0.0011 -0.1% 0.8044
Low 0.8013 0.7996 -0.0018 -0.2% 0.7971
Close 0.8032 0.8020 -0.0013 -0.2% 0.8020
Range 0.0031 0.0038 0.0006 21.0% 0.0073
ATR 0.0053 0.0052 -0.0001 -2.1% 0.0000
Volume 181 104 -77 -42.5% 517
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8129 0.8112 0.8040
R3 0.8091 0.8074 0.8030
R2 0.8054 0.8054 0.8026
R1 0.8037 0.8037 0.8023 0.8026
PP 0.8016 0.8016 0.8016 0.8011
S1 0.7999 0.7999 0.8016 0.7989
S2 0.7979 0.7979 0.8013
S3 0.7941 0.7962 0.8009
S4 0.7904 0.7924 0.7999
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8231 0.8198 0.8060
R3 0.8158 0.8125 0.8040
R2 0.8085 0.8085 0.8033
R1 0.8052 0.8052 0.8026 0.8068
PP 0.8012 0.8012 0.8012 0.8020
S1 0.7979 0.7979 0.8013 0.7995
S2 0.7938 0.7938 0.8006
S3 0.7865 0.7906 0.7999
S4 0.7792 0.7833 0.7979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8044 0.7971 0.0073 0.9% 0.0028 0.3% 66% False False 103
10 0.8044 0.7948 0.0096 1.2% 0.0034 0.4% 74% False False 85
20 0.8217 0.7948 0.0269 3.4% 0.0050 0.6% 27% False False 88
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8131
1.618 0.8094
1.000 0.8071
0.618 0.8056
HIGH 0.8033
0.618 0.8019
0.500 0.8014
0.382 0.8010
LOW 0.7996
0.618 0.7972
1.000 0.7958
1.618 0.7935
2.618 0.7897
4.250 0.7836
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 0.8018 0.8019
PP 0.8016 0.8019
S1 0.8014 0.8019

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

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