CME Canadian Dollar Future September 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 0.7686 0.7665 -0.0020 -0.3% 0.7834
High 0.7692 0.7689 -0.0003 0.0% 0.7839
Low 0.7665 0.7650 -0.0015 -0.2% 0.7665
Close 0.7665 0.7687 0.0022 0.3% 0.7665
Range 0.0027 0.0039 0.0012 45.3% 0.0173
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 233 74 -159 -68.2% 796
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7791 0.7777 0.7708
R3 0.7752 0.7739 0.7698
R2 0.7714 0.7714 0.7694
R1 0.7700 0.7700 0.7691 0.7707
PP 0.7675 0.7675 0.7675 0.7679
S1 0.7662 0.7662 0.7683 0.7669
S2 0.7637 0.7637 0.7680
S3 0.7598 0.7623 0.7676
S4 0.7560 0.7585 0.7666
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8243 0.8128 0.7760
R3 0.8070 0.7954 0.7713
R2 0.7896 0.7896 0.7697
R1 0.7781 0.7781 0.7681 0.7752
PP 0.7723 0.7723 0.7723 0.7708
S1 0.7607 0.7607 0.7649 0.7578
S2 0.7549 0.7549 0.7633
S3 0.7376 0.7434 0.7617
S4 0.7202 0.7260 0.7570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7816 0.7650 0.0166 2.2% 0.0044 0.6% 22% False True 165
10 0.7839 0.7650 0.0189 2.5% 0.0046 0.6% 20% 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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7852
2.618 0.7789
1.618 0.7751
1.000 0.7727
0.618 0.7712
HIGH 0.7689
0.618 0.7674
0.500 0.7669
0.382 0.7665
LOW 0.7650
0.618 0.7626
1.000 0.7612
1.618 0.7588
2.618 0.7549
4.250 0.7486
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.7681 0.7695
PP 0.7675 0.7692
S1 0.7669 0.7690

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

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