CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 0.7916 0.7965 0.0049 0.6% 0.7782
High 0.7969 0.7993 0.0025 0.3% 0.7875
Low 0.7916 0.7953 0.0037 0.5% 0.7750
Close 0.7966 0.7975 0.0009 0.1% 0.7850
Range 0.0053 0.0040 -0.0013 -23.6% 0.0125
ATR 0.0052 0.0051 -0.0001 -1.5% 0.0000
Volume 206 153 -53 -25.7% 302
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8095 0.8075 0.7997
R3 0.8054 0.8035 0.7986
R2 0.8014 0.8014 0.7982
R1 0.7994 0.7994 0.7978 0.8004
PP 0.7973 0.7973 0.7973 0.7978
S1 0.7954 0.7954 0.7971 0.7964
S2 0.7933 0.7933 0.7967
S3 0.7892 0.7913 0.7963
S4 0.7852 0.7873 0.7952
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 0.7993 0.7831 0.0163 2.0% 0.0045 0.6% 89% True False 102
10 0.7993 0.7750 0.0243 3.0% 0.0046 0.6% 92% True False 94
20 0.7993 0.7650 0.0343 4.3% 0.0046 0.6% 95% True False 104
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8165
2.618 0.8099
1.618 0.8059
1.000 0.8033
0.618 0.8018
HIGH 0.7993
0.618 0.7978
0.500 0.7973
0.382 0.7968
LOW 0.7953
0.618 0.7927
1.000 0.7912
1.618 0.7887
2.618 0.7846
4.250 0.7780
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 0.7974 0.7954
PP 0.7973 0.7933
S1 0.7973 0.7912

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

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