CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 0.7718 0.7718 -0.0001 0.0% 0.7765
High 0.7740 0.7725 -0.0016 -0.2% 0.7808
Low 0.7707 0.7653 -0.0054 -0.7% 0.7693
Close 0.7727 0.7659 -0.0068 -0.9% 0.7793
Range 0.0033 0.0072 0.0039 114.9% 0.0115
ATR 0.0061 0.0062 0.0001 1.6% 0.0000
Volume 86,530 101,490 14,960 17.3% 466,162
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7895 0.7849 0.7698
R3 0.7823 0.7777 0.7678
R2 0.7751 0.7751 0.7672
R1 0.7705 0.7705 0.7665 0.7692
PP 0.7679 0.7679 0.7679 0.7672
S1 0.7633 0.7633 0.7652 0.7620
S2 0.7607 0.7607 0.7645
S3 0.7535 0.7561 0.7639
S4 0.7463 0.7489 0.7619
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 0.7653 0.0159 2.1% 0.0057 0.7% 4% False True 89,810
10 0.7811 0.7653 0.0159 2.1% 0.0062 0.8% 4% False True 91,271
20 0.8035 0.7653 0.0382 5.0% 0.0061 0.8% 2% False True 85,068
40 0.8168 0.7653 0.0516 6.7% 0.0061 0.8% 1% False True 85,409
60 0.8168 0.7653 0.0516 6.7% 0.0060 0.8% 1% False True 81,453
80 0.8168 0.7653 0.0516 6.7% 0.0059 0.8% 1% False True 64,679
100 0.8168 0.7653 0.0516 6.7% 0.0056 0.7% 1% False True 51,791
120 0.8168 0.7653 0.0516 6.7% 0.0054 0.7% 1% False True 43,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7913
1.618 0.7841
1.000 0.7797
0.618 0.7769
HIGH 0.7725
0.618 0.7697
0.500 0.7689
0.382 0.7680
LOW 0.7653
0.618 0.7608
1.000 0.7581
1.618 0.7536
2.618 0.7464
4.250 0.7347
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.7689 0.7724
PP 0.7679 0.7702
S1 0.7669 0.7680

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

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