CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 19-Mar-2018

Day Change Summary
	Previous	Current
	16-Mar-2018	19-Mar-2018	Change	Change %	Previous Week
Open	0.7660	0.7636	-0.0024	-0.3%	0.7805
High	0.7665	0.7665	0.0000	0.0%	0.7811
Low	0.7633	0.7620	-0.0013	-0.2%	0.7633
Close	0.7636	0.7659	0.0023	0.3%	0.7636
Range	0.0032	0.0045	0.0013	40.6%	0.0178
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	33,414	7,437	-25,977	-77.7%	391,267

Daily Pivots for day following 19-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7783	0.7766	0.7684
R3	0.7738	0.7721	0.7671
R2	0.7693	0.7693	0.7667
R1	0.7676	0.7676	0.7663	0.7684
PP	0.7648	0.7648	0.7648	0.7652
S1	0.7631	0.7631	0.7655	0.7639
S2	0.7603	0.7603	0.7651
S3	0.7558	0.7586	0.7647
S4	0.7513	0.7541	0.7634

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8111	0.7734
R3	0.8050	0.7932	0.7685
R2	0.7872	0.7872	0.7669
R1	0.7754	0.7754	0.7652	0.7724
PP	0.7693	0.7693	0.7693	0.7678
S1	0.7575	0.7575	0.7620	0.7545
S2	0.7515	0.7515	0.7603
S3	0.7336	0.7397	0.7587
S4	0.7158	0.7218	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7795	0.7620	0.0175	2.3%	0.0055	0.7%	23%	False	True	67,406
10	0.7811	0.7620	0.0191	2.5%	0.0056	0.7%	21%	False	True	78,251
20	0.7985	0.7620	0.0365	4.8%	0.0059	0.8%	11%	False	True	80,457
40	0.8168	0.7620	0.0548	7.2%	0.0060	0.8%	7%	False	True	83,180
60	0.8168	0.7620	0.0548	7.2%	0.0060	0.8%	7%	False	True	80,320
80	0.8168	0.7620	0.0548	7.2%	0.0059	0.8%	7%	False	True	65,180
100	0.8168	0.7620	0.0548	7.2%	0.0056	0.7%	7%	False	True	52,195
120	0.8168	0.7620	0.0548	7.2%	0.0054	0.7%	7%	False	True	43,516

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7856
2.618	0.7782
1.618	0.7737
1.000	0.7709
0.618	0.7692
HIGH	0.7665
0.618	0.7647
0.500	0.7642
0.382	0.7637
LOW	0.7620
0.618	0.7592
1.000	0.7575
1.618	0.7547
2.618	0.7502
4.250	0.7428

Fisher Pivots for day following 19-Mar-2018
Pivot	1 day	3 day
R1	0.7653	0.7672
PP	0.7648	0.7668
S1	0.7642	0.7663

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