CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 0.8040 0.8054 0.0015 0.2% 0.8039
High 0.8057 0.8124 0.0066 0.8% 0.8096
Low 0.8011 0.8051 0.0040 0.5% 0.7979
Close 0.8047 0.8120 0.0072 0.9% 0.8018
Range 0.0047 0.0073 0.0026 57.0% 0.0117
ATR 0.0059 0.0060 0.0001 2.1% 0.0000
Volume 64,728 105,798 41,070 63.5% 369,672
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8317 0.8291 0.8160
R3 0.8244 0.8218 0.8140
R2 0.8171 0.8171 0.8133
R1 0.8145 0.8145 0.8126 0.8158
PP 0.8098 0.8098 0.8098 0.8104
S1 0.8072 0.8072 0.8113 0.8085
S2 0.8025 0.8025 0.8106
S3 0.7952 0.7999 0.8099
S4 0.7879 0.7926 0.8079
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 0.8124 0.8000 0.0124 1.5% 0.0056 0.7% 97% True False 67,429
10 0.8124 0.7949 0.0175 2.2% 0.0066 0.8% 98% True False 87,251
20 0.8124 0.7865 0.0259 3.2% 0.0058 0.7% 98% True False 74,697
40 0.8124 0.7753 0.0371 4.6% 0.0058 0.7% 99% True False 52,336
60 0.8124 0.7753 0.0371 4.6% 0.0053 0.7% 99% True False 34,978
80 0.8124 0.7753 0.0371 4.6% 0.0051 0.6% 99% True False 26,268
100 0.8290 0.7753 0.0537 6.6% 0.0055 0.7% 68% False False 21,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8434
2.618 0.8315
1.618 0.8242
1.000 0.8197
0.618 0.8169
HIGH 0.8124
0.618 0.8096
0.500 0.8087
0.382 0.8078
LOW 0.8051
0.618 0.8005
1.000 0.7978
1.618 0.7932
2.618 0.7859
4.250 0.7740
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 0.8109 0.8101
PP 0.8098 0.8083
S1 0.8087 0.8065

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

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