CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 26-Apr-2018
Day Change Summary
Previous Current
25-Apr-2018 26-Apr-2018 Change Change % Previous Week
Open 0.7804 0.7813 0.0009 0.1% 0.7979
High 0.7820 0.7820 0.0001 0.0% 0.8000
Low 0.7777 0.7788 0.0011 0.1% 0.7867
Close 0.7808 0.7793 -0.0015 -0.2% 0.7867
Range 0.0043 0.0033 -0.0010 -23.5% 0.0133
ATR 0.0047 0.0046 -0.0001 -2.2% 0.0000
Volume 374 405 31 8.3% 626
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7898 0.7878 0.7811
R3 0.7865 0.7845 0.7802
R2 0.7833 0.7833 0.7799
R1 0.7813 0.7813 0.7796 0.7807
PP 0.7800 0.7800 0.7800 0.7797
S1 0.7780 0.7780 0.7790 0.7774
S2 0.7768 0.7768 0.7787
S3 0.7735 0.7748 0.7784
S4 0.7703 0.7715 0.7775
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 0.7931 0.7777 0.0154 2.0% 0.0044 0.6% 10% False False 281
10 0.8000 0.7777 0.0223 2.9% 0.0042 0.5% 7% False False 183
20 0.8000 0.7750 0.0250 3.2% 0.0044 0.6% 17% False False 138
40 0.8000 0.7650 0.0350 4.5% 0.0046 0.6% 41% False False 127
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7905
1.618 0.7873
1.000 0.7853
0.618 0.7840
HIGH 0.7820
0.618 0.7808
0.500 0.7804
0.382 0.7800
LOW 0.7788
0.618 0.7767
1.000 0.7755
1.618 0.7735
2.618 0.7702
4.250 0.7649
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 0.7804 0.7800
PP 0.7800 0.7798
S1 0.7797 0.7795

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

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