CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Jan-2018
Day Change Summary
Previous Current
18-Jan-2018 19-Jan-2018 Change Change % Previous Week
Open 0.8037 0.8061 0.0024 0.3% 0.8039
High 0.8061 0.8070 0.0010 0.1% 0.8096
Low 0.8012 0.8000 -0.0012 -0.2% 0.7979
Close 0.8051 0.8018 -0.0033 -0.4% 0.8018
Range 0.0049 0.0070 0.0022 45.4% 0.0117
ATR 0.0061 0.0061 0.0001 1.1% 0.0000
Volume 74,253 55,766 -18,487 -24.9% 369,672
Daily Pivots for day following 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8240 0.8199 0.8056
R3 0.8170 0.8129 0.8037
R2 0.8099 0.8099 0.8030
R1 0.8059 0.8059 0.8024 0.8044
PP 0.8029 0.8029 0.8029 0.8022
S1 0.7988 0.7988 0.8011 0.7973
S2 0.7959 0.7959 0.8005
S3 0.7888 0.7918 0.7998
S4 0.7818 0.7847 0.7979
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8382 0.8317 0.8082
R3 0.8265 0.8200 0.8050
R2 0.8148 0.8148 0.8039
R1 0.8083 0.8083 0.8028 0.8057
PP 0.8031 0.8031 0.8031 0.8018
S1 0.7966 0.7966 0.8007 0.7940
S2 0.7914 0.7914 0.7996
S3 0.7797 0.7849 0.7985
S4 0.7680 0.7732 0.7953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8096 0.7964 0.0132 1.6% 0.0071 0.9% 41% False False 91,911
10 0.8101 0.7949 0.0152 1.9% 0.0070 0.9% 45% False False 89,301
20 0.8101 0.7777 0.0324 4.0% 0.0059 0.7% 74% False False 74,601
40 0.8101 0.7753 0.0348 4.3% 0.0057 0.7% 76% False False 47,180
60 0.8101 0.7753 0.0348 4.3% 0.0053 0.7% 76% False False 31,538
80 0.8114 0.7753 0.0362 4.5% 0.0051 0.6% 73% False False 23,683
100 0.8290 0.7753 0.0537 6.7% 0.0055 0.7% 49% False False 18,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8370
2.618 0.8255
1.618 0.8184
1.000 0.8140
0.618 0.8114
HIGH 0.8070
0.618 0.8043
0.500 0.8035
0.382 0.8026
LOW 0.8000
0.618 0.7956
1.000 0.7929
1.618 0.7885
2.618 0.7815
4.250 0.7700
Fisher Pivots for day following 19-Jan-2018
Pivot 1 day 3 day
R1 0.8035 0.8037
PP 0.8029 0.8031
S1 0.8023 0.8024

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

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