CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 09-Apr-2018
Day Change Summary
Previous Current
06-Apr-2018 09-Apr-2018 Change Change % Previous Week
Open 0.7854 0.7850 -0.0004 0.0% 0.7782
High 0.7875 0.7904 0.0029 0.4% 0.7875
Low 0.7845 0.7831 -0.0015 -0.2% 0.7750
Close 0.7850 0.7898 0.0048 0.6% 0.7850
Range 0.0030 0.0074 0.0044 145.0% 0.0125
ATR 0.0048 0.0050 0.0002 3.8% 0.0000
Volume 29 106 77 265.5% 302
Daily Pivots for day following 09-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8098 0.8071 0.7938
R3 0.8024 0.7998 0.7918
R2 0.7951 0.7951 0.7911
R1 0.7924 0.7924 0.7904 0.7938
PP 0.7877 0.7877 0.7877 0.7884
S1 0.7851 0.7851 0.7891 0.7864
S2 0.7804 0.7804 0.7884
S3 0.7730 0.7777 0.7877
S4 0.7657 0.7704 0.7857
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8200 0.8150 0.7918
R3 0.8075 0.8025 0.7884
R2 0.7950 0.7950 0.7872
R1 0.7900 0.7900 0.7861 0.7925
PP 0.7825 0.7825 0.7825 0.7837
S1 0.7775 0.7775 0.7838 0.7800
S2 0.7700 0.7700 0.7827
S3 0.7575 0.7650 0.7815
S4 0.7450 0.7525 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7904 0.7772 0.0133 1.7% 0.0051 0.6% 95% True False 75
10 0.7904 0.7750 0.0154 1.9% 0.0044 0.6% 96% True False 81
20 0.7904 0.7650 0.0254 3.2% 0.0046 0.6% 97% True False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8216
2.618 0.8096
1.618 0.8023
1.000 0.7978
0.618 0.7949
HIGH 0.7904
0.618 0.7876
0.500 0.7867
0.382 0.7859
LOW 0.7831
0.618 0.7785
1.000 0.7757
1.618 0.7712
2.618 0.7638
4.250 0.7518
Fisher Pivots for day following 09-Apr-2018
Pivot 1 day 3 day
R1 0.7887 0.7887
PP 0.7877 0.7877
S1 0.7867 0.7867

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

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