CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 07-Mar-2018

Day Change Summary
	Previous	Current
	06-Mar-2018	07-Mar-2018	Change	Change %	Previous Week
Open	0.7706	0.7743	0.0037	0.5%	0.7911
High	0.7776	0.7759	-0.0017	-0.2%	0.7929
Low	0.7696	0.7693	-0.0003	0.0%	0.7744
Close	0.7753	0.7738	-0.0015	-0.2%	0.7755
Range	0.0081	0.0066	-0.0014	-18.0%	0.0186
ATR	0.0064	0.0064	0.0000	0.3%	0.0000
Volume	91,827	108,245	16,418	17.9%	421,726

Daily Pivots for day following 07-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7899	0.7774
R3	0.7862	0.7833	0.7756
R2	0.7796	0.7796	0.7750
R1	0.7767	0.7767	0.7744	0.7748
PP	0.7730	0.7730	0.7730	0.7721
S1	0.7701	0.7701	0.7731	0.7682
S2	0.7664	0.7664	0.7725
S3	0.7598	0.7635	0.7719
S4	0.7532	0.7569	0.7701

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	0.7809	0.7693	0.0116	1.5%	0.0066	0.9%	39%	False	False	99,031
10	0.7929	0.7693	0.0237	3.1%	0.0063	0.8%	19%	False	False	86,925
20	0.8035	0.7693	0.0342	4.4%	0.0062	0.8%	13%	False	False	84,313
40	0.8168	0.7693	0.0476	6.1%	0.0064	0.8%	9%	False	False	86,814
60	0.8168	0.7693	0.0476	6.1%	0.0060	0.8%	9%	False	False	76,924
80	0.8168	0.7693	0.0476	6.1%	0.0057	0.7%	9%	False	False	57,937
100	0.8168	0.7693	0.0476	6.1%	0.0055	0.7%	9%	False	False	46,383
120	0.8250	0.7693	0.0558	7.2%	0.0055	0.7%	8%	False	False	38,667

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8040
2.618	0.7932
1.618	0.7866
1.000	0.7825
0.618	0.7800
HIGH	0.7759
0.618	0.7734
0.500	0.7726
0.382	0.7718
LOW	0.7693
0.618	0.7652
1.000	0.7627
1.618	0.7586
2.618	0.7520
4.250	0.7412

Fisher Pivots for day following 07-Mar-2018
Pivot	1 day	3 day
R1	0.7734	0.7736
PP	0.7730	0.7735
S1	0.7726	0.7734

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