CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 0.7994 0.8031 0.0036 0.5% 0.7971
High 0.8035 0.8039 0.0004 0.0% 0.8044
Low 0.7990 0.8012 0.0022 0.3% 0.7971
Close 0.8031 0.8016 -0.0015 -0.2% 0.8020
Range 0.0045 0.0027 -0.0018 -39.3% 0.0073
ATR 0.0051 0.0049 -0.0002 -3.4% 0.0000
Volume 151 27 -124 -82.1% 517
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8103 0.8086 0.8030
R3 0.8076 0.8059 0.8023
R2 0.8049 0.8049 0.8020
R1 0.8032 0.8032 0.8018 0.8027
PP 0.8022 0.8022 0.8022 0.8019
S1 0.8005 0.8005 0.8013 0.8000
S2 0.7995 0.7995 0.8011
S3 0.7968 0.7978 0.8008
S4 0.7941 0.7951 0.8001
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 0.8039 0.7950 0.0089 1.1% 0.0040 0.5% 74% True False 125
10 0.8044 0.7948 0.0096 1.2% 0.0034 0.4% 70% False False 112
20 0.8161 0.7948 0.0213 2.7% 0.0043 0.5% 32% False False 99
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8153
2.618 0.8109
1.618 0.8082
1.000 0.8065
0.618 0.8055
HIGH 0.8039
0.618 0.8028
0.500 0.8025
0.382 0.8022
LOW 0.8012
0.618 0.7995
1.000 0.7985
1.618 0.7968
2.618 0.7941
4.250 0.7897
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 0.8025 0.8008
PP 0.8022 0.8001
S1 0.8019 0.7994

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

View Archives - Comment on this page... - Back to Index of Symbols