CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 0.7918 0.7855 -0.0063 -0.8% 0.7979
High 0.7931 0.7863 -0.0068 -0.9% 0.8000
Low 0.7867 0.7804 -0.0063 -0.8% 0.7867
Close 0.7867 0.7806 -0.0061 -0.8% 0.7867
Range 0.0064 0.0060 -0.0005 -7.0% 0.0133
ATR 0.0048 0.0049 0.0001 2.3% 0.0000
Volume 236 159 -77 -32.6% 626
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8003 0.7964 0.7839
R3 0.7943 0.7904 0.7822
R2 0.7884 0.7884 0.7817
R1 0.7845 0.7845 0.7811 0.7835
PP 0.7824 0.7824 0.7824 0.7819
S1 0.7785 0.7785 0.7801 0.7775
S2 0.7765 0.7765 0.7795
S3 0.7705 0.7726 0.7790
S4 0.7646 0.7666 0.7773
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8312 0.8223 0.7940
R3 0.8178 0.8089 0.7904
R2 0.8045 0.8045 0.7891
R1 0.7956 0.7956 0.7879 0.7934
PP 0.7911 0.7911 0.7911 0.7900
S1 0.7822 0.7822 0.7855 0.7800
S2 0.7778 0.7778 0.7843
S3 0.7644 0.7689 0.7830
S4 0.7511 0.7555 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7804 0.0197 2.5% 0.0052 0.7% 1% False True 152
10 0.8000 0.7804 0.0197 2.5% 0.0045 0.6% 1% False True 122
20 0.8000 0.7750 0.0250 3.2% 0.0045 0.6% 22% False False 102
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8116
2.618 0.8019
1.618 0.7959
1.000 0.7923
0.618 0.7900
HIGH 0.7863
0.618 0.7840
0.500 0.7833
0.382 0.7826
LOW 0.7804
0.618 0.7767
1.000 0.7744
1.618 0.7707
2.618 0.7648
4.250 0.7551
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 0.7833 0.7883
PP 0.7824 0.7857
S1 0.7815 0.7832

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

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