CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 29-Dec-2017
Day Change Summary
Previous Current
28-Dec-2017 29-Dec-2017 Change Change % Previous Week
Open 0.7914 0.7966 0.0052 0.7% 0.7870
High 0.7970 0.7999 0.0028 0.4% 0.7999
Low 0.7911 0.7951 0.0041 0.5% 0.7865
Close 0.7967 0.7990 0.0023 0.3% 0.7990
Range 0.0060 0.0048 -0.0012 -20.2% 0.0134
ATR 0.0053 0.0053 0.0000 -0.8% 0.0000
Volume 60,515 76,612 16,097 26.6% 209,895
Daily Pivots for day following 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8122 0.8104 0.8016
R3 0.8075 0.8056 0.8003
R2 0.8027 0.8027 0.7999
R1 0.8009 0.8009 0.7994 0.8018
PP 0.7980 0.7980 0.7980 0.7985
S1 0.7961 0.7961 0.7986 0.7971
S2 0.7932 0.7932 0.7981
S3 0.7885 0.7914 0.7977
S4 0.7837 0.7866 0.7964
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8352 0.8304 0.8063
R3 0.8218 0.8171 0.8027
R2 0.8085 0.8085 0.8014
R1 0.8037 0.8037 0.8002 0.8061
PP 0.7951 0.7951 0.7951 0.7963
S1 0.7904 0.7904 0.7978 0.7928
S2 0.7818 0.7818 0.7966
S3 0.7684 0.7770 0.7953
S4 0.7551 0.7637 0.7917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7999 0.7828 0.0171 2.1% 0.0049 0.6% 95% True False 54,517
10 0.7999 0.7753 0.0246 3.1% 0.0053 0.7% 97% True False 61,192
20 0.7999 0.7753 0.0246 3.1% 0.0058 0.7% 97% True False 40,316
40 0.7999 0.7753 0.0246 3.1% 0.0051 0.6% 97% True False 20,348
60 0.8044 0.7753 0.0292 3.6% 0.0048 0.6% 81% False False 13,617
80 0.8290 0.7753 0.0537 6.7% 0.0051 0.6% 44% False False 10,235
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8200
2.618 0.8123
1.618 0.8075
1.000 0.8046
0.618 0.8028
HIGH 0.7999
0.618 0.7980
0.500 0.7975
0.382 0.7969
LOW 0.7951
0.618 0.7922
1.000 0.7904
1.618 0.7874
2.618 0.7827
4.250 0.7749
Fisher Pivots for day following 29-Dec-2017
Pivot 1 day 3 day
R1 0.7985 0.7975
PP 0.7980 0.7960
S1 0.7975 0.7945

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

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