CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 0.7993 0.8039 0.0046 0.6% 0.8065
High 0.8033 0.8072 0.0039 0.5% 0.8085
Low 0.7964 0.8024 0.0060 0.8% 0.7949
Close 0.8015 0.8052 0.0037 0.5% 0.8015
Range 0.0070 0.0048 -0.0021 -30.9% 0.0136
ATR 0.0057 0.0057 0.0000 0.0% 0.0000
Volume 89,885 100,773 10,888 12.1% 419,692
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8193 0.8171 0.8078
R3 0.8145 0.8123 0.8065
R2 0.8097 0.8097 0.8061
R1 0.8075 0.8075 0.8056 0.8086
PP 0.8049 0.8049 0.8049 0.8055
S1 0.8026 0.8026 0.8048 0.8038
S2 0.8001 0.8001 0.8043
S3 0.7953 0.7978 0.8039
S4 0.7905 0.7930 0.8026
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8424 0.8355 0.8089
R3 0.8288 0.8219 0.8052
R2 0.8152 0.8152 0.8039
R1 0.8083 0.8083 0.8027 0.8050
PP 0.8016 0.8016 0.8016 0.7999
S1 0.7947 0.7947 0.8002 0.7914
S2 0.7880 0.7880 0.7990
S3 0.7744 0.7811 0.7977
S4 0.7608 0.7675 0.7940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8072 0.7949 0.0123 1.5% 0.0063 0.8% 84% True False 91,778
10 0.8101 0.7949 0.0152 1.9% 0.0059 0.7% 68% False False 80,802
20 0.8101 0.7753 0.0348 4.3% 0.0056 0.7% 86% False False 70,997
40 0.8101 0.7753 0.0348 4.3% 0.0054 0.7% 86% False False 40,482
60 0.8101 0.7753 0.0348 4.3% 0.0052 0.6% 86% False False 27,064
80 0.8161 0.7753 0.0408 5.1% 0.0050 0.6% 73% False False 20,323
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8276
2.618 0.8197
1.618 0.8149
1.000 0.8120
0.618 0.8101
HIGH 0.8072
0.618 0.8053
0.500 0.8048
0.382 0.8042
LOW 0.8024
0.618 0.7994
1.000 0.7975
1.618 0.7946
2.618 0.7898
4.250 0.7819
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 0.8051 0.8038
PP 0.8049 0.8024
S1 0.8048 0.8010

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

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