CME Canadian Dollar Future September 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 0.7834 0.7816 -0.0018 -0.2% 0.7779
High 0.7839 0.7816 -0.0023 -0.3% 0.7827
Low 0.7821 0.7740 -0.0081 -1.0% 0.7722
Close 0.7822 0.7758 -0.0064 -0.8% 0.7821
Range 0.0018 0.0076 0.0059 334.3% 0.0105
ATR
Volume 42 281 239 569.0% 443
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7999 0.7955 0.7800
R3 0.7923 0.7879 0.7779
R2 0.7847 0.7847 0.7772
R1 0.7803 0.7803 0.7765 0.7787
PP 0.7771 0.7771 0.7771 0.7764
S1 0.7727 0.7727 0.7751 0.7711
S2 0.7695 0.7695 0.7744
S3 0.7619 0.7651 0.7737
S4 0.7543 0.7575 0.7716
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8103 0.8067 0.7878
R3 0.7999 0.7962 0.7850
R2 0.7894 0.7894 0.7840
R1 0.7858 0.7858 0.7831 0.7876
PP 0.7790 0.7790 0.7790 0.7799
S1 0.7753 0.7753 0.7811 0.7772
S2 0.7685 0.7685 0.7802
S3 0.7581 0.7649 0.7792
S4 0.7476 0.7544 0.7764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7727 0.0111 1.4% 0.0049 0.6% 28% False False 112
10 0.7861 0.7722 0.0139 1.8% 0.0050 0.6% 26% False False 139
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.8015
1.618 0.7939
1.000 0.7892
0.618 0.7863
HIGH 0.7816
0.618 0.7787
0.500 0.7778
0.382 0.7769
LOW 0.7740
0.618 0.7693
1.000 0.7664
1.618 0.7617
2.618 0.7541
4.250 0.7417
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 0.7778 0.7789
PP 0.7771 0.7779
S1 0.7765 0.7768

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

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