CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 0.7810 0.7793 -0.0017 -0.2% 0.7665
High 0.7826 0.7794 -0.0031 -0.4% 0.7821
Low 0.7782 0.7760 -0.0022 -0.3% 0.7650
Close 0.7790 0.7768 -0.0022 -0.3% 0.7798
Range 0.0044 0.0034 -0.0010 -22.7% 0.0171
ATR 0.0051 0.0050 -0.0001 -2.4% 0.0000
Volume 53 59 6 11.3% 436
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7876 0.7856 0.7786
R3 0.7842 0.7822 0.7777
R2 0.7808 0.7808 0.7774
R1 0.7788 0.7788 0.7771 0.7781
PP 0.7774 0.7774 0.7774 0.7770
S1 0.7754 0.7754 0.7764 0.7747
S2 0.7740 0.7740 0.7761
S3 0.7706 0.7720 0.7758
S4 0.7672 0.7686 0.7749
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 0.7826 0.7750 0.0076 1.0% 0.0049 0.6% 23% False False 96
10 0.7826 0.7650 0.0176 2.3% 0.0047 0.6% 67% False False 105
20 0.7839 0.7650 0.0189 2.4% 0.0048 0.6% 62% False False 116
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7939
2.618 0.7883
1.618 0.7849
1.000 0.7828
0.618 0.7815
HIGH 0.7794
0.618 0.7781
0.500 0.7777
0.382 0.7773
LOW 0.7760
0.618 0.7739
1.000 0.7726
1.618 0.7705
2.618 0.7671
4.250 0.7615
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 0.7777 0.7793
PP 0.7774 0.7784
S1 0.7771 0.7776

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

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