CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 0.8031 0.7976 -0.0056 -0.7% 0.7971
High 0.8053 0.7996 -0.0057 -0.7% 0.8101
Low 0.7953 0.7949 -0.0004 -0.1% 0.7969
Close 0.7958 0.7991 0.0033 0.4% 0.8067
Range 0.0100 0.0048 -0.0052 -52.5% 0.0132
ATR 0.0057 0.0056 -0.0001 -1.2% 0.0000
Volume 114,043 91,790 -22,253 -19.5% 287,555
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8121 0.8103 0.8017
R3 0.8073 0.8056 0.8004
R2 0.8026 0.8026 0.7999
R1 0.8008 0.8008 0.7995 0.8017
PP 0.7978 0.7978 0.7978 0.7983
S1 0.7961 0.7961 0.7986 0.7970
S2 0.7931 0.7931 0.7982
S3 0.7883 0.7913 0.7977
S4 0.7836 0.7866 0.7964
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8441 0.8386 0.8139
R3 0.8309 0.8254 0.8103
R2 0.8177 0.8177 0.8091
R1 0.8122 0.8122 0.8079 0.8150
PP 0.8045 0.8045 0.8045 0.8059
S1 0.7990 0.7990 0.8054 0.8018
S2 0.7913 0.7913 0.8042
S3 0.7781 0.7858 0.8030
S4 0.7649 0.7726 0.7994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8101 0.7949 0.0152 1.9% 0.0070 0.9% 28% False True 86,691
10 0.8101 0.7911 0.0190 2.4% 0.0058 0.7% 42% False False 75,448
20 0.8101 0.7753 0.0348 4.4% 0.0057 0.7% 68% False False 67,406
40 0.8101 0.7753 0.0348 4.4% 0.0054 0.7% 68% False False 35,757
60 0.8101 0.7753 0.0348 4.4% 0.0051 0.6% 68% False False 23,893
80 0.8200 0.7753 0.0448 5.6% 0.0050 0.6% 53% False False 17,942
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8198
2.618 0.8120
1.618 0.8073
1.000 0.8044
0.618 0.8025
HIGH 0.7996
0.618 0.7978
0.500 0.7972
0.382 0.7967
LOW 0.7949
0.618 0.7919
1.000 0.7901
1.618 0.7872
2.618 0.7824
4.250 0.7747
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 0.7984 0.8010
PP 0.7978 0.8004
S1 0.7972 0.7997

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

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