CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 12-Mar-2018

Day Change Summary
	Previous	Current
	09-Mar-2018	12-Mar-2018	Change	Change %	Previous Week
Open	0.7759	0.7805	0.0047	0.6%	0.7765
High	0.7808	0.7811	0.0004	0.0%	0.7808
Low	0.7747	0.7786	0.0039	0.5%	0.7693
Close	0.7793	0.7794	0.0001	0.0%	0.7793
Range	0.0061	0.0026	-0.0035	-57.9%	0.0115
ATR	0.0063	0.0060	-0.0003	-4.3%	0.0000
Volume	91,198	61,670	-29,528	-32.4%	466,162

Daily Pivots for day following 12-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7859	0.7808
R3	0.7848	0.7834	0.7801
R2	0.7822	0.7822	0.7799
R1	0.7808	0.7808	0.7796	0.7803
PP	0.7797	0.7797	0.7797	0.7794
S1	0.7783	0.7783	0.7792	0.7777
S2	0.7771	0.7771	0.7789
S3	0.7746	0.7757	0.7787
S4	0.7720	0.7732	0.7780

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8066	0.7856
R3	0.7994	0.7951	0.7825
R2	0.7879	0.7879	0.7814
R1	0.7836	0.7836	0.7804	0.7858
PP	0.7764	0.7764	0.7764	0.7775
S1	0.7721	0.7721	0.7782	0.7743
S2	0.7649	0.7649	0.7772
S3	0.7534	0.7606	0.7761
S4	0.7419	0.7491	0.7730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7811	0.7693	0.0118	1.5%	0.0058	0.7%	86%	True	False	89,095
10	0.7896	0.7693	0.0203	2.6%	0.0059	0.8%	50%	False	False	89,114
20	0.8035	0.7693	0.0342	4.4%	0.0060	0.8%	30%	False	False	80,765
40	0.8168	0.7693	0.0476	6.1%	0.0062	0.8%	21%	False	False	86,243
60	0.8168	0.7693	0.0476	6.1%	0.0061	0.8%	21%	False	False	79,964
80	0.8168	0.7693	0.0476	6.1%	0.0058	0.7%	21%	False	False	61,000
100	0.8168	0.7693	0.0476	6.1%	0.0056	0.7%	21%	False	False	48,833
120	0.8200	0.7693	0.0508	6.5%	0.0054	0.7%	20%	False	False	40,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	0.7919
2.618	0.7878
1.618	0.7852
1.000	0.7837
0.618	0.7827
HIGH	0.7811
0.618	0.7801
0.500	0.7798
0.382	0.7795
LOW	0.7786
0.618	0.7770
1.000	0.7760
1.618	0.7744
2.618	0.7719
4.250	0.7677

Fisher Pivots for day following 12-Mar-2018
Pivot	1 day	3 day
R1	0.7798	0.7784
PP	0.7797	0.7774
S1	0.7795	0.7764

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