CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 0.7805 0.7788 -0.0017 -0.2% 0.7765
High 0.7811 0.7795 -0.0016 -0.2% 0.7808
Low 0.7786 0.7702 -0.0084 -1.1% 0.7693
Close 0.7794 0.7728 -0.0066 -0.8% 0.7793
Range 0.0026 0.0093 0.0068 264.7% 0.0115
ATR 0.0060 0.0063 0.0002 3.9% 0.0000
Volume 61,670 108,163 46,493 75.4% 466,162
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8020 0.7967 0.7779
R3 0.7927 0.7874 0.7754
R2 0.7834 0.7834 0.7745
R1 0.7781 0.7781 0.7737 0.7761
PP 0.7741 0.7741 0.7741 0.7731
S1 0.7688 0.7688 0.7719 0.7668
S2 0.7648 0.7648 0.7711
S3 0.7555 0.7595 0.7702
S4 0.7462 0.7502 0.7677
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% 0.0060 0.8% 30% False False 92,362
10 0.7837 0.7693 0.0145 1.9% 0.0062 0.8% 25% False False 92,564
20 0.8035 0.7693 0.0342 4.4% 0.0063 0.8% 10% False False 83,222
40 0.8168 0.7693 0.0476 6.2% 0.0063 0.8% 7% False False 86,700
60 0.8168 0.7693 0.0476 6.2% 0.0061 0.8% 7% False False 81,025
80 0.8168 0.7693 0.0476 6.2% 0.0059 0.8% 7% False False 62,335
100 0.8168 0.7693 0.0476 6.2% 0.0056 0.7% 7% False False 49,913
120 0.8200 0.7693 0.0508 6.6% 0.0055 0.7% 7% False False 41,610
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8190
2.618 0.8038
1.618 0.7945
1.000 0.7888
0.618 0.7852
HIGH 0.7795
0.618 0.7759
0.500 0.7748
0.382 0.7737
LOW 0.7702
0.618 0.7644
1.000 0.7609
1.618 0.7551
2.618 0.7458
4.250 0.7306
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 0.7748 0.7756
PP 0.7741 0.7747
S1 0.7735 0.7737

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

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