CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 27-Dec-2017

Day Change Summary
	Previous	Current
	26-Dec-2017	27-Dec-2017	Change	Change %	Previous Week
Open	0.7870	0.7897	0.0027	0.3%	0.7785
High	0.7898	0.7933	0.0035	0.4%	0.7889
Low	0.7865	0.7891	0.0026	0.3%	0.7753
Close	0.7894	0.7923	0.0029	0.4%	0.7866
Range	0.0033	0.0042	0.0009	27.3%	0.0137
ATR	0.0054	0.0053	-0.0001	-1.5%	0.0000
Volume	19,513	53,255	33,742	172.9%	313,998

Daily Pivots for day following 27-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8024	0.7946
R3	0.7999	0.7982	0.7934
R2	0.7957	0.7957	0.7930
R1	0.7940	0.7940	0.7926	0.7949
PP	0.7915	0.7915	0.7915	0.7920
S1	0.7898	0.7898	0.7919	0.7907
S2	0.7873	0.7873	0.7915
S3	0.7831	0.7856	0.7911
S4	0.7789	0.7814	0.7899

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8192	0.7941
R3	0.8109	0.8056	0.7904
R2	0.7972	0.7972	0.7891
R1	0.7919	0.7919	0.7879	0.7946
PP	0.7836	0.7836	0.7836	0.7849
S1	0.7783	0.7783	0.7853	0.7809
S2	0.7699	0.7699	0.7841
S3	0.7563	0.7646	0.7828
S4	0.7426	0.7510	0.7791

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7933	0.7777	0.0156	2.0%	0.0052	0.7%	94%	True	False	55,596
10	0.7933	0.7753	0.0180	2.3%	0.0057	0.7%	94%	True	False	59,363
20	0.7933	0.7753	0.0180	2.3%	0.0056	0.7%	94%	True	False	33,549
40	0.7933	0.7753	0.0180	2.3%	0.0050	0.6%	94%	True	False	16,929
60	0.8044	0.7753	0.0292	3.7%	0.0048	0.6%	58%	False	False	11,333
80	0.8290	0.7753	0.0537	6.8%	0.0052	0.7%	32%	False	False	8,527

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8111
2.618	0.8042
1.618	0.8000
1.000	0.7975
0.618	0.7958
HIGH	0.7933
0.618	0.7916
0.500	0.7912
0.382	0.7907
LOW	0.7891
0.618	0.7865
1.000	0.7849
1.618	0.7823
2.618	0.7781
4.250	0.7712

Fisher Pivots for day following 27-Dec-2017
Pivot	1 day	3 day
R1	0.7919	0.7908
PP	0.7915	0.7894
S1	0.7912	0.7880

Download as Excel Spreadsheet

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

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