CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 0.8039 0.8047 0.0008 0.1% 0.8065
High 0.8072 0.8096 0.0024 0.3% 0.8085
Low 0.8024 0.7979 -0.0045 -0.6% 0.7949
Close 0.8052 0.8066 0.0014 0.2% 0.8015
Range 0.0048 0.0117 0.0069 143.7% 0.0136
ATR 0.0057 0.0061 0.0004 7.5% 0.0000
Volume 100,773 138,880 38,107 37.8% 419,692
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8398 0.8349 0.8130
R3 0.8281 0.8232 0.8098
R2 0.8164 0.8164 0.8087
R1 0.8115 0.8115 0.8077 0.8139
PP 0.8047 0.8047 0.8047 0.8059
S1 0.7998 0.7998 0.8055 0.8022
S2 0.7930 0.7930 0.8045
S3 0.7813 0.7881 0.8034
S4 0.7696 0.7764 0.8002
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 0.8096 0.7949 0.0147 1.8% 0.0076 0.9% 80% True False 107,074
10 0.8101 0.7949 0.0152 1.9% 0.0066 0.8% 77% False False 88,538
20 0.8101 0.7753 0.0348 4.3% 0.0057 0.7% 90% False False 73,539
40 0.8101 0.7753 0.0348 4.3% 0.0057 0.7% 90% False False 43,950
60 0.8101 0.7753 0.0348 4.3% 0.0053 0.7% 90% False False 29,379
80 0.8161 0.7753 0.0408 5.1% 0.0051 0.6% 77% False False 22,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8593
2.618 0.8402
1.618 0.8285
1.000 0.8213
0.618 0.8168
HIGH 0.8096
0.618 0.8051
0.500 0.8037
0.382 0.8023
LOW 0.7979
0.618 0.7906
1.000 0.7862
1.618 0.7789
2.618 0.7672
4.250 0.7481
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 0.8056 0.8054
PP 0.8047 0.8042
S1 0.8037 0.8030

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

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