CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 0.7850 0.7916 0.0066 0.8% 0.7782
High 0.7904 0.7969 0.0064 0.8% 0.7875
Low 0.7831 0.7916 0.0085 1.1% 0.7750
Close 0.7898 0.7966 0.0068 0.9% 0.7850
Range 0.0074 0.0053 -0.0021 -27.9% 0.0125
ATR 0.0050 0.0052 0.0001 3.0% 0.0000
Volume 106 206 100 94.3% 302
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8109 0.8090 0.7995
R3 0.8056 0.8037 0.7980
R2 0.8003 0.8003 0.7975
R1 0.7984 0.7984 0.7970 0.7994
PP 0.7950 0.7950 0.7950 0.7955
S1 0.7931 0.7931 0.7961 0.7941
S2 0.7897 0.7897 0.7956
S3 0.7844 0.7878 0.7951
S4 0.7791 0.7825 0.7936
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 0.7969 0.7810 0.0159 2.0% 0.0047 0.6% 98% True False 90
10 0.7969 0.7750 0.0219 2.7% 0.0046 0.6% 99% True False 84
20 0.7969 0.7650 0.0319 4.0% 0.0047 0.6% 99% True False 110
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8194
2.618 0.8107
1.618 0.8054
1.000 0.8022
0.618 0.8001
HIGH 0.7969
0.618 0.7948
0.500 0.7942
0.382 0.7936
LOW 0.7916
0.618 0.7883
1.000 0.7863
1.618 0.7830
2.618 0.7777
4.250 0.7690
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 0.7958 0.7944
PP 0.7950 0.7922
S1 0.7942 0.7900

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

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