CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 0.7761 0.7784 0.0024 0.3% 0.7665
High 0.7821 0.7810 -0.0011 -0.1% 0.7821
Low 0.7759 0.7771 0.0011 0.1% 0.7650
Close 0.7798 0.7796 -0.0003 0.0% 0.7798
Range 0.0061 0.0039 -0.0022 -36.6% 0.0171
ATR 0.0053 0.0052 -0.0001 -1.9% 0.0000
Volume 145 178 33 22.8% 436
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7909 0.7891 0.7817
R3 0.7870 0.7852 0.7806
R2 0.7831 0.7831 0.7803
R1 0.7813 0.7813 0.7799 0.7822
PP 0.7792 0.7792 0.7792 0.7796
S1 0.7774 0.7774 0.7792 0.7783
S2 0.7753 0.7753 0.7788
S3 0.7714 0.7735 0.7785
S4 0.7675 0.7696 0.7774
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8268 0.8203 0.7892
R3 0.8097 0.8033 0.7845
R2 0.7927 0.7927 0.7829
R1 0.7862 0.7862 0.7814 0.7895
PP 0.7756 0.7756 0.7756 0.7772
S1 0.7692 0.7692 0.7782 0.7724
S2 0.7586 0.7586 0.7767
S3 0.7415 0.7521 0.7751
S4 0.7245 0.7351 0.7704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7821 0.7667 0.0154 2.0% 0.0054 0.7% 84% False False 108
10 0.7821 0.7650 0.0171 2.2% 0.0049 0.6% 85% False False 136
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7975
2.618 0.7912
1.618 0.7873
1.000 0.7849
0.618 0.7834
HIGH 0.7810
0.618 0.7795
0.500 0.7790
0.382 0.7785
LOW 0.7771
0.618 0.7746
1.000 0.7731
1.618 0.7707
2.618 0.7668
4.250 0.7605
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 0.7794 0.7792
PP 0.7792 0.7789
S1 0.7790 0.7785

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

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