CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 0.7979 0.7985 0.0006 0.1% 0.7850
High 0.7984 0.8000 0.0016 0.2% 0.7993
Low 0.7953 0.7976 0.0023 0.3% 0.7831
Close 0.7983 0.7989 0.0007 0.1% 0.7955
Range 0.0031 0.0025 -0.0007 -21.0% 0.0163
ATR 0.0047 0.0045 -0.0002 -3.4% 0.0000
Volume 21 85 64 304.8% 550
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8062 0.8050 0.8002
R3 0.8037 0.8025 0.7996
R2 0.8013 0.8013 0.7993
R1 0.8001 0.8001 0.7991 0.8007
PP 0.7988 0.7988 0.7988 0.7991
S1 0.7976 0.7976 0.7987 0.7982
S2 0.7964 0.7964 0.7985
S3 0.7939 0.7952 0.7982
S4 0.7915 0.7927 0.7976
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8414 0.8347 0.8044
R3 0.8251 0.8184 0.7999
R2 0.8089 0.8089 0.7984
R1 0.8022 0.8022 0.7969 0.8055
PP 0.7926 0.7926 0.7926 0.7943
S1 0.7859 0.7859 0.7940 0.7893
S2 0.7764 0.7764 0.7925
S3 0.7601 0.7697 0.7910
S4 0.7439 0.7534 0.7865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7952 0.0049 0.6% 0.0032 0.4% 77% True False 68
10 0.8000 0.7810 0.0190 2.4% 0.0040 0.5% 94% True False 79
20 0.8000 0.7667 0.0333 4.2% 0.0045 0.6% 97% True False 86
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8104
2.618 0.8064
1.618 0.8040
1.000 0.8025
0.618 0.8015
HIGH 0.8000
0.618 0.7991
0.500 0.7988
0.382 0.7985
LOW 0.7976
0.618 0.7960
1.000 0.7951
1.618 0.7936
2.618 0.7911
4.250 0.7871
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 0.7989 0.7985
PP 0.7988 0.7981
S1 0.7988 0.7977

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

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