CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 29-Jan-2018

Day Change Summary
	Previous	Current
	26-Jan-2018	29-Jan-2018	Change	Change %	Previous Week
Open	0.8079	0.8117	0.0038	0.5%	0.8017
High	0.8139	0.8127	-0.0013	-0.2%	0.8146
Low	0.8074	0.8094	0.0020	0.2%	0.8007
Close	0.8122	0.8120	-0.0002	0.0%	0.8122
Range	0.0065	0.0033	-0.0033	-50.0%	0.0139
ATR	0.0061	0.0059	-0.0002	-3.4%	0.0000
Volume	82,772	65,927	-16,845	-20.4%	405,931

Daily Pivots for day following 29-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8198	0.8137
R3	0.8178	0.8165	0.8128
R2	0.8146	0.8146	0.8125
R1	0.8133	0.8133	0.8122	0.8139
PP	0.8113	0.8113	0.8113	0.8117
S1	0.8100	0.8100	0.8117	0.8107
S2	0.8081	0.8081	0.8114
S3	0.8048	0.8068	0.8111
S4	0.8016	0.8035	0.8102

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8455	0.8198
R3	0.8370	0.8316	0.8160
R2	0.8231	0.8231	0.8147
R1	0.8176	0.8176	0.8134	0.8204
PP	0.8091	0.8091	0.8091	0.8105
S1	0.8037	0.8037	0.8109	0.8064
S2	0.7952	0.7952	0.8096
S3	0.7812	0.7897	0.8083
S4	0.7673	0.7758	0.8045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8146	0.8011	0.0136	1.7%	0.0058	0.7%	80%	False	False	87,051
10	0.8146	0.7979	0.0168	2.1%	0.0061	0.8%	84%	False	False	84,153
20	0.8146	0.7949	0.0198	2.4%	0.0060	0.7%	87%	False	False	81,269
40	0.8146	0.7753	0.0394	4.8%	0.0059	0.7%	93%	False	False	58,902
60	0.8146	0.7753	0.0394	4.8%	0.0053	0.7%	93%	False	False	39,380
80	0.8146	0.7753	0.0394	4.8%	0.0051	0.6%	93%	False	False	29,573
100	0.8290	0.7753	0.0537	6.6%	0.0054	0.7%	68%	False	False	23,677

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.8265
2.618	0.8212
1.618	0.8179
1.000	0.8159
0.618	0.8147
HIGH	0.8127
0.618	0.8114
0.500	0.8110
0.382	0.8106
LOW	0.8094
0.618	0.8074
1.000	0.8062
1.618	0.8041
2.618	0.8009
4.250	0.7956

Fisher Pivots for day following 29-Jan-2018
Pivot	1 day	3 day
R1	0.8116	0.8116
PP	0.8113	0.8113
S1	0.8110	0.8110

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