CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 0.7765 0.7706 -0.0059 -0.8% 0.7911
High 0.7768 0.7776 0.0009 0.1% 0.7929
Low 0.7693 0.7696 0.0003 0.0% 0.7744
Close 0.7696 0.7753 0.0057 0.7% 0.7755
Range 0.0075 0.0081 0.0006 7.3% 0.0186
ATR 0.0062 0.0064 0.0001 2.1% 0.0000
Volume 82,355 91,827 9,472 11.5% 421,726
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7983 0.7948 0.7797
R3 0.7902 0.7868 0.7775
R2 0.7822 0.7822 0.7767
R1 0.7787 0.7787 0.7760 0.7805
PP 0.7741 0.7741 0.7741 0.7750
S1 0.7707 0.7707 0.7745 0.7724
S2 0.7661 0.7661 0.7738
S3 0.7580 0.7626 0.7730
S4 0.7500 0.7546 0.7708
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8366 0.8246 0.7857
R3 0.8180 0.8060 0.7806
R2 0.7995 0.7995 0.7789
R1 0.7875 0.7875 0.7772 0.7842
PP 0.7809 0.7809 0.7809 0.7793
S1 0.7689 0.7689 0.7738 0.7657
S2 0.7624 0.7624 0.7721
S3 0.7438 0.7504 0.7704
S4 0.7253 0.7318 0.7653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7837 0.7693 0.0145 1.9% 0.0063 0.8% 42% False False 92,766
10 0.7929 0.7693 0.0237 3.1% 0.0062 0.8% 25% False False 83,827
20 0.8035 0.7693 0.0342 4.4% 0.0061 0.8% 18% False False 85,234
40 0.8168 0.7693 0.0476 6.1% 0.0063 0.8% 13% False False 85,647
60 0.8168 0.7693 0.0476 6.1% 0.0060 0.8% 13% False False 75,170
80 0.8168 0.7693 0.0476 6.1% 0.0057 0.7% 13% False False 56,586
100 0.8168 0.7693 0.0476 6.1% 0.0055 0.7% 13% False False 45,301
120 0.8250 0.7693 0.0558 7.2% 0.0055 0.7% 11% False False 37,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8118
2.618 0.7987
1.618 0.7906
1.000 0.7857
0.618 0.7826
HIGH 0.7776
0.618 0.7745
0.500 0.7736
0.382 0.7726
LOW 0.7696
0.618 0.7646
1.000 0.7615
1.618 0.7565
2.618 0.7485
4.250 0.7353
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 0.7747 0.7751
PP 0.7741 0.7749
S1 0.7736 0.7747

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

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