CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 0.7850 0.7860 0.0010 0.1% 0.7784
High 0.7860 0.7866 0.0006 0.1% 0.7826
Low 0.7810 0.7837 0.0027 0.3% 0.7758
Close 0.7843 0.7864 0.0021 0.3% 0.7776
Range 0.0050 0.0029 -0.0021 -41.4% 0.0068
ATR 0.0051 0.0050 -0.0002 -3.1% 0.0000
Volume 94 18 -76 -80.9% 407
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7943 0.7932 0.7879
R3 0.7914 0.7903 0.7871
R2 0.7885 0.7885 0.7869
R1 0.7874 0.7874 0.7866 0.7879
PP 0.7856 0.7856 0.7856 0.7858
S1 0.7845 0.7845 0.7861 0.7850
S2 0.7827 0.7827 0.7858
S3 0.7798 0.7816 0.7856
S4 0.7769 0.7787 0.7848
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 0.7866 0.7750 0.0116 1.5% 0.0045 0.6% 98% True False 78
10 0.7866 0.7750 0.0116 1.5% 0.0047 0.6% 98% True False 87
20 0.7866 0.7650 0.0216 2.7% 0.0045 0.6% 99% True False 104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7942
1.618 0.7913
1.000 0.7895
0.618 0.7884
HIGH 0.7866
0.618 0.7855
0.500 0.7852
0.382 0.7848
LOW 0.7837
0.618 0.7819
1.000 0.7808
1.618 0.7790
2.618 0.7761
4.250 0.7714
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 0.7860 0.7849
PP 0.7856 0.7834
S1 0.7852 0.7819

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

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