CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 0.8128 0.8155 0.0028 0.3% 0.8117
High 0.8163 0.8163 0.0001 0.0% 0.8168
Low 0.8114 0.8044 -0.0070 -0.9% 0.8044
Close 0.8153 0.8077 -0.0076 -0.9% 0.8077
Range 0.0049 0.0120 0.0071 143.9% 0.0125
ATR 0.0058 0.0063 0.0004 7.5% 0.0000
Volume 70,472 122,981 52,509 74.5% 425,239
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8453 0.8384 0.8142
R3 0.8333 0.8265 0.8109
R2 0.8214 0.8214 0.8098
R1 0.8145 0.8145 0.8087 0.8120
PP 0.8094 0.8094 0.8094 0.8082
S1 0.8026 0.8026 0.8066 0.8000
S2 0.7975 0.7975 0.8055
S3 0.7855 0.7906 0.8044
S4 0.7736 0.7787 0.8011
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8470 0.8398 0.8145
R3 0.8345 0.8273 0.8111
R2 0.8221 0.8221 0.8099
R1 0.8149 0.8149 0.8088 0.8122
PP 0.8096 0.8096 0.8096 0.8083
S1 0.8024 0.8024 0.8065 0.7998
S2 0.7972 0.7972 0.8054
S3 0.7847 0.7900 0.8042
S4 0.7723 0.7775 0.8008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8168 0.8044 0.0125 1.5% 0.0062 0.8% 27% False True 85,047
10 0.8168 0.8007 0.0161 2.0% 0.0061 0.8% 43% False False 83,117
20 0.8168 0.7949 0.0220 2.7% 0.0066 0.8% 58% False False 86,209
40 0.8168 0.7753 0.0416 5.1% 0.0059 0.7% 78% False False 67,698
60 0.8168 0.7753 0.0416 5.1% 0.0055 0.7% 78% False False 45,361
80 0.8168 0.7753 0.0416 5.1% 0.0053 0.7% 78% False False 34,061
100 0.8275 0.7753 0.0522 6.5% 0.0053 0.7% 62% False False 27,266
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 0.0013
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.8671
2.618 0.8476
1.618 0.8356
1.000 0.8283
0.618 0.8237
HIGH 0.8163
0.618 0.8117
0.500 0.8103
0.382 0.8089
LOW 0.8044
0.618 0.7970
1.000 0.7924
1.618 0.7850
2.618 0.7731
4.250 0.7536
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 0.8103 0.8106
PP 0.8094 0.8096
S1 0.8085 0.8086

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

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