CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 0.7670 0.7688 0.0018 0.2% 0.7834
High 0.7683 0.7777 0.0094 1.2% 0.7839
Low 0.7667 0.7688 0.0021 0.3% 0.7665
Close 0.7672 0.7765 0.0094 1.2% 0.7665
Range 0.0016 0.0089 0.0073 453.1% 0.0173
ATR 0.0047 0.0051 0.0004 8.8% 0.0000
Volume 35 136 101 288.6% 796
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8009 0.7975 0.7814
R3 0.7920 0.7887 0.7789
R2 0.7832 0.7832 0.7781
R1 0.7798 0.7798 0.7773 0.7815
PP 0.7743 0.7743 0.7743 0.7752
S1 0.7710 0.7710 0.7757 0.7727
S2 0.7655 0.7655 0.7749
S3 0.7566 0.7621 0.7741
S4 0.7478 0.7533 0.7716
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 0.7777 0.7650 0.0127 1.6% 0.0044 0.6% 91% True False 114
10 0.7839 0.7650 0.0189 2.4% 0.0044 0.6% 61% False False 122
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8153
2.618 0.8008
1.618 0.7920
1.000 0.7865
0.618 0.7831
HIGH 0.7777
0.618 0.7743
0.500 0.7732
0.382 0.7722
LOW 0.7688
0.618 0.7633
1.000 0.7599
1.618 0.7545
2.618 0.7456
4.250 0.7312
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 0.7754 0.7748
PP 0.7743 0.7731
S1 0.7732 0.7713

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

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