CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 0.7855 0.7807 -0.0048 -0.6% 0.7979
High 0.7863 0.7824 -0.0040 -0.5% 0.8000
Low 0.7804 0.7800 -0.0004 0.0% 0.7867
Close 0.7806 0.7817 0.0011 0.1% 0.7867
Range 0.0060 0.0024 -0.0036 -60.5% 0.0133
ATR 0.0049 0.0047 -0.0002 -3.7% 0.0000
Volume 159 233 74 46.5% 626
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7884 0.7874 0.7829
R3 0.7860 0.7850 0.7823
R2 0.7837 0.7837 0.7821
R1 0.7827 0.7827 0.7819 0.7832
PP 0.7813 0.7813 0.7813 0.7816
S1 0.7803 0.7803 0.7814 0.7808
S2 0.7790 0.7790 0.7812
S3 0.7766 0.7780 0.7810
S4 0.7743 0.7756 0.7804
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 0.7988 0.7800 0.0188 2.4% 0.0051 0.7% 9% False True 182
10 0.8000 0.7800 0.0200 2.6% 0.0042 0.5% 8% False True 125
20 0.8000 0.7750 0.0250 3.2% 0.0044 0.6% 27% False False 104
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7885
1.618 0.7862
1.000 0.7847
0.618 0.7838
HIGH 0.7824
0.618 0.7815
0.500 0.7812
0.382 0.7809
LOW 0.7800
0.618 0.7785
1.000 0.7777
1.618 0.7762
2.618 0.7738
4.250 0.7700
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 0.7815 0.7865
PP 0.7813 0.7849
S1 0.7812 0.7833

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

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