CME Canadian Dollar Future September 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 0.7754 0.7740 -0.0015 -0.2% 0.7779
High 0.7765 0.7740 -0.0025 -0.3% 0.7827
Low 0.7739 0.7689 -0.0051 -0.7% 0.7722
Close 0.7756 0.7689 -0.0067 -0.9% 0.7821
Range 0.0026 0.0052 0.0026 98.1% 0.0105
ATR
Volume 148 92 -56 -37.8% 443
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7860 0.7826 0.7717
R3 0.7809 0.7774 0.7703
R2 0.7757 0.7757 0.7698
R1 0.7723 0.7723 0.7693 0.7714
PP 0.7706 0.7706 0.7706 0.7701
S1 0.7671 0.7671 0.7684 0.7663
S2 0.7654 0.7654 0.7679
S3 0.7603 0.7620 0.7674
S4 0.7551 0.7568 0.7660
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 0.7689 0.0150 2.0% 0.0044 0.6% 0% False True 122
10 0.7839 0.7689 0.0150 2.0% 0.0050 0.7% 0% False True 120
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7875
1.618 0.7823
1.000 0.7792
0.618 0.7772
HIGH 0.7740
0.618 0.7720
0.500 0.7714
0.382 0.7708
LOW 0.7689
0.618 0.7657
1.000 0.7637
1.618 0.7605
2.618 0.7554
4.250 0.7470
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.7714 0.7752
PP 0.7706 0.7731
S1 0.7697 0.7710

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

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