CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 0.7872 0.7911 0.0039 0.5% 0.7967
High 0.7929 0.7929 0.0001 0.0% 0.7985
Low 0.7860 0.7868 0.0008 0.1% 0.7839
Close 0.7900 0.7889 -0.0011 -0.1% 0.7900
Range 0.0069 0.0061 -0.0007 -10.9% 0.0146
ATR 0.0063 0.0062 0.0000 -0.2% 0.0000
Volume 74,074 58,413 -15,661 -21.1% 322,563
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8078 0.8044 0.7922
R3 0.8017 0.7983 0.7905
R2 0.7956 0.7956 0.7900
R1 0.7922 0.7922 0.7894 0.7909
PP 0.7895 0.7895 0.7895 0.7888
S1 0.7861 0.7861 0.7883 0.7848
S2 0.7834 0.7834 0.7877
S3 0.7773 0.7800 0.7872
S4 0.7712 0.7739 0.7855
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8344 0.8267 0.7980
R3 0.8199 0.8122 0.7940
R2 0.8053 0.8053 0.7926
R1 0.7976 0.7976 0.7913 0.7942
PP 0.7908 0.7908 0.7908 0.7891
S1 0.7831 0.7831 0.7886 0.7797
S2 0.7762 0.7762 0.7873
S3 0.7617 0.7685 0.7859
S4 0.7471 0.7540 0.7819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7985 0.7839 0.0146 1.8% 0.0062 0.8% 34% False False 76,195
10 0.8035 0.7839 0.0195 2.5% 0.0061 0.8% 25% False False 72,415
20 0.8168 0.7839 0.0329 4.2% 0.0062 0.8% 15% False False 84,655
40 0.8168 0.7839 0.0329 4.2% 0.0062 0.8% 15% False False 82,827
60 0.8168 0.7753 0.0416 5.3% 0.0060 0.8% 33% False False 66,401
80 0.8168 0.7753 0.0416 5.3% 0.0056 0.7% 33% False False 49,878
100 0.8168 0.7753 0.0416 5.3% 0.0053 0.7% 33% False False 39,931
120 0.8290 0.7753 0.0537 6.8% 0.0056 0.7% 25% False False 33,293
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8188
2.618 0.8089
1.618 0.8028
1.000 0.7990
0.618 0.7967
HIGH 0.7929
0.618 0.7906
0.500 0.7899
0.382 0.7891
LOW 0.7868
0.618 0.7830
1.000 0.7807
1.618 0.7769
2.618 0.7708
4.250 0.7609
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 0.7899 0.7887
PP 0.7895 0.7886
S1 0.7892 0.7884

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

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