CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 0.7772 0.7850 0.0079 1.0% 0.7784
High 0.7843 0.7860 0.0017 0.2% 0.7826
Low 0.7772 0.7810 0.0039 0.5% 0.7758
Close 0.7831 0.7843 0.0012 0.1% 0.7776
Range 0.0072 0.0050 -0.0022 -30.8% 0.0068
ATR 0.0051 0.0051 0.0000 -0.3% 0.0000
Volume 130 94 -36 -27.7% 407
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7986 0.7964 0.7870
R3 0.7936 0.7914 0.7856
R2 0.7887 0.7887 0.7852
R1 0.7865 0.7865 0.7847 0.7851
PP 0.7837 0.7837 0.7837 0.7831
S1 0.7815 0.7815 0.7838 0.7801
S2 0.7788 0.7788 0.7833
S3 0.7738 0.7766 0.7829
S4 0.7689 0.7716 0.7815
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7989 0.7950 0.7813
R3 0.7921 0.7882 0.7794
R2 0.7854 0.7854 0.7788
R1 0.7815 0.7815 0.7782 0.7801
PP 0.7786 0.7786 0.7786 0.7779
S1 0.7747 0.7747 0.7769 0.7733
S2 0.7719 0.7719 0.7763
S3 0.7651 0.7680 0.7757
S4 0.7584 0.7612 0.7738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7860 0.7750 0.0110 1.4% 0.0046 0.6% 84% True False 86
10 0.7860 0.7688 0.0172 2.2% 0.0053 0.7% 90% True False 98
20 0.7860 0.7650 0.0210 2.7% 0.0047 0.6% 92% True False 106
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8070
2.618 0.7989
1.618 0.7940
1.000 0.7909
0.618 0.7890
HIGH 0.7860
0.618 0.7841
0.500 0.7835
0.382 0.7829
LOW 0.7810
0.618 0.7779
1.000 0.7760
1.618 0.7730
2.618 0.7680
4.250 0.7600
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 0.7840 0.7830
PP 0.7837 0.7817
S1 0.7835 0.7805

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

View Archives - Comment on this page... - Back to Index of Symbols