CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 0.7688 0.7780 0.0092 1.2% 0.7834
High 0.7777 0.7817 0.0041 0.5% 0.7839
Low 0.7688 0.7750 0.0062 0.8% 0.7665
Close 0.7765 0.7766 0.0001 0.0% 0.7665
Range 0.0089 0.0067 -0.0022 -24.3% 0.0173
ATR 0.0051 0.0052 0.0001 2.2% 0.0000
Volume 136 46 -90 -66.2% 796
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7979 0.7939 0.7803
R3 0.7912 0.7872 0.7784
R2 0.7845 0.7845 0.7778
R1 0.7805 0.7805 0.7772 0.7792
PP 0.7778 0.7778 0.7778 0.7771
S1 0.7738 0.7738 0.7760 0.7724
S2 0.7711 0.7711 0.7754
S3 0.7644 0.7671 0.7748
S4 0.7577 0.7604 0.7729
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 0.7817 0.7650 0.0167 2.2% 0.0047 0.6% 69% True False 104
10 0.7839 0.7650 0.0189 2.4% 0.0046 0.6% 62% False False 113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.7992
1.618 0.7925
1.000 0.7884
0.618 0.7858
HIGH 0.7817
0.618 0.7791
0.500 0.7784
0.382 0.7776
LOW 0.7750
0.618 0.7709
1.000 0.7683
1.618 0.7642
2.618 0.7575
4.250 0.7465
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 0.7784 0.7758
PP 0.7778 0.7750
S1 0.7772 0.7742

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

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