CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 0.7789 0.7777 -0.0012 -0.2% 0.7790
High 0.7797 0.7814 0.0017 0.2% 0.7880
Low 0.7753 0.7777 0.0024 0.3% 0.7768
Close 0.7779 0.7808 0.0029 0.4% 0.7780
Range 0.0044 0.0037 -0.0007 -15.9% 0.0112
ATR 0.0053 0.0052 -0.0001 -2.2% 0.0000
Volume 57,612 47,773 -9,839 -17.1% 261,568
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7910 0.7896 0.7828
R3 0.7873 0.7859 0.7818
R2 0.7836 0.7836 0.7814
R1 0.7822 0.7822 0.7811 0.7829
PP 0.7799 0.7799 0.7799 0.7803
S1 0.7785 0.7785 0.7804 0.7792
S2 0.7762 0.7762 0.7801
S3 0.7725 0.7748 0.7797
S4 0.7688 0.7711 0.7787
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8144 0.8073 0.7841
R3 0.8032 0.7962 0.7810
R2 0.7921 0.7921 0.7800
R1 0.7850 0.7850 0.7790 0.7830
PP 0.7809 0.7809 0.7809 0.7799
S1 0.7739 0.7739 0.7769 0.7718
S2 0.7698 0.7698 0.7759
S3 0.7586 0.7627 0.7749
S4 0.7475 0.7516 0.7718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7753 0.0127 1.6% 0.0058 0.7% 43% False False 63,789
10 0.7880 0.7753 0.0127 1.6% 0.0051 0.7% 43% False False 42,941
20 0.7931 0.7753 0.0179 2.3% 0.0054 0.7% 31% False False 22,133
40 0.7931 0.7753 0.0179 2.3% 0.0050 0.6% 31% False False 11,199
60 0.8111 0.7753 0.0359 4.6% 0.0048 0.6% 15% False False 7,506
80 0.8290 0.7753 0.0537 6.9% 0.0054 0.7% 10% False False 5,651
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7910
1.618 0.7873
1.000 0.7850
0.618 0.7836
HIGH 0.7814
0.618 0.7799
0.500 0.7795
0.382 0.7791
LOW 0.7777
0.618 0.7754
1.000 0.7740
1.618 0.7717
2.618 0.7680
4.250 0.7619
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 0.7803 0.7799
PP 0.7799 0.7791
S1 0.7795 0.7783

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

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