CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 0.7951 0.7945 -0.0006 -0.1% 0.8038
High 0.7960 0.8009 0.0049 0.6% 0.8070
Low 0.7923 0.7908 -0.0015 -0.2% 0.7881
Close 0.7945 0.7990 0.0045 0.6% 0.7931
Range 0.0037 0.0101 0.0064 173.0% 0.0190
ATR 0.0060 0.0063 0.0003 4.8% 0.0000
Volume 63,136 87,966 24,830 39.3% 543,717
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8272 0.8232 0.8045
R3 0.8171 0.8131 0.8017
R2 0.8070 0.8070 0.8008
R1 0.8030 0.8030 0.7999 0.8050
PP 0.7969 0.7969 0.7969 0.7979
S1 0.7929 0.7929 0.7980 0.7949
S2 0.7868 0.7868 0.7971
S3 0.7767 0.7828 0.7962
S4 0.7666 0.7727 0.7934
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8529 0.8420 0.8035
R3 0.8340 0.8230 0.7983
R2 0.8150 0.8150 0.7966
R1 0.8041 0.8041 0.7948 0.8001
PP 0.7961 0.7961 0.7961 0.7941
S1 0.7851 0.7851 0.7914 0.7811
S2 0.7771 0.7771 0.7896
S3 0.7582 0.7662 0.7879
S4 0.7392 0.7472 0.7827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8009 0.7881 0.0129 1.6% 0.0062 0.8% 85% True False 89,775
10 0.8163 0.7881 0.0283 3.5% 0.0067 0.8% 39% False False 94,729
20 0.8168 0.7881 0.0288 3.6% 0.0062 0.8% 38% False False 85,751
40 0.8168 0.7753 0.0416 5.2% 0.0059 0.7% 57% False False 79,645
60 0.8168 0.7753 0.0416 5.2% 0.0058 0.7% 57% False False 57,883
80 0.8168 0.7753 0.0416 5.2% 0.0055 0.7% 57% False False 43,472
100 0.8168 0.7753 0.0416 5.2% 0.0053 0.7% 57% False False 34,797
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 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8438
2.618 0.8273
1.618 0.8172
1.000 0.8110
0.618 0.8071
HIGH 0.8009
0.618 0.7970
0.500 0.7959
0.382 0.7947
LOW 0.7908
0.618 0.7846
1.000 0.7807
1.618 0.7745
2.618 0.7644
4.250 0.7479
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 0.7979 0.7979
PP 0.7969 0.7969
S1 0.7959 0.7959

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.