CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 18-Jan-2018

Day Change Summary
	Previous	Current
	17-Jan-2018	18-Jan-2018	Change	Change %	Previous Week
Open	0.8047	0.8037	-0.0010	-0.1%	0.8065
High	0.8096	0.8061	-0.0035	-0.4%	0.8085
Low	0.7979	0.8012	0.0034	0.4%	0.7949
Close	0.8066	0.8051	-0.0016	-0.2%	0.8015
Range	0.0117	0.0049	-0.0069	-58.5%	0.0136
ATR	0.0061	0.0061	-0.0001	-0.9%	0.0000
Volume	138,880	74,253	-64,627	-46.5%	419,692

Daily Pivots for day following 18-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8187	0.8167	0.8077
R3	0.8138	0.8119	0.8064
R2	0.8090	0.8090	0.8059
R1	0.8070	0.8070	0.8055	0.8080
PP	0.8041	0.8041	0.8041	0.8046
S1	0.8022	0.8022	0.8046	0.8031
S2	0.7993	0.7993	0.8042
S3	0.7944	0.7973	0.8037
S4	0.7896	0.7925	0.8024

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%	0.0066	0.8%	69%	False	False	99,116
10	0.8101	0.7949	0.0152	1.9%	0.0068	0.8%	67%	False	False	90,225
20	0.8101	0.7753	0.0348	4.3%	0.0058	0.7%	86%	False	False	74,693
40	0.8101	0.7753	0.0348	4.3%	0.0056	0.7%	86%	False	False	45,797
60	0.8101	0.7753	0.0348	4.3%	0.0053	0.7%	86%	False	False	30,611
80	0.8125	0.7753	0.0372	4.6%	0.0051	0.6%	80%	False	False	22,987

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8267
2.618	0.8187
1.618	0.8139
1.000	0.8109
0.618	0.8090
HIGH	0.8061
0.618	0.8042
0.500	0.8036
0.382	0.8031
LOW	0.8012
0.618	0.7982
1.000	0.7964
1.618	0.7934
2.618	0.7885
4.250	0.7806

Fisher Pivots for day following 18-Jan-2018
Pivot	1 day	3 day
R1	0.8046	0.8046
PP	0.8041	0.8042
S1	0.8036	0.8037

Download as Excel Spreadsheet

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

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