CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 28-Dec-2017
Day Change Summary
Previous Current
27-Dec-2017 28-Dec-2017 Change Change % Previous Week
Open 0.7897 0.7914 0.0017 0.2% 0.7785
High 0.7933 0.7970 0.0038 0.5% 0.7889
Low 0.7891 0.7911 0.0020 0.3% 0.7753
Close 0.7923 0.7967 0.0045 0.6% 0.7866
Range 0.0042 0.0060 0.0018 41.7% 0.0137
ATR 0.0053 0.0053 0.0000 0.9% 0.0000
Volume 53,255 60,515 7,260 13.6% 313,998
Daily Pivots for day following 28-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8128 0.8107 0.8000
R3 0.8068 0.8047 0.7983
R2 0.8009 0.8009 0.7978
R1 0.7988 0.7988 0.7972 0.7998
PP 0.7949 0.7949 0.7949 0.7954
S1 0.7928 0.7928 0.7962 0.7939
S2 0.7890 0.7890 0.7956
S3 0.7830 0.7869 0.7951
S4 0.7771 0.7809 0.7934
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 0.7970 0.7802 0.0169 2.1% 0.0057 0.7% 98% True False 58,145
10 0.7970 0.7753 0.0218 2.7% 0.0057 0.7% 99% True False 60,967
20 0.7970 0.7753 0.0218 2.7% 0.0057 0.7% 99% True False 36,536
40 0.7970 0.7753 0.0218 2.7% 0.0050 0.6% 99% True False 18,436
60 0.8044 0.7753 0.0292 3.7% 0.0048 0.6% 74% False False 12,341
80 0.8290 0.7753 0.0537 6.7% 0.0052 0.7% 40% False False 9,280
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8223
2.618 0.8126
1.618 0.8066
1.000 0.8030
0.618 0.8007
HIGH 0.7970
0.618 0.7947
0.500 0.7940
0.382 0.7933
LOW 0.7911
0.618 0.7874
1.000 0.7851
1.618 0.7814
2.618 0.7755
4.250 0.7658
Fisher Pivots for day following 28-Dec-2017
Pivot 1 day 3 day
R1 0.7958 0.7951
PP 0.7949 0.7934
S1 0.7940 0.7918

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

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