CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 0.7813 0.7807 -0.0006 -0.1% 0.7855
High 0.7820 0.7827 0.0008 0.1% 0.7863
Low 0.7770 0.7783 0.0013 0.2% 0.7777
Close 0.7805 0.7802 -0.0003 0.0% 0.7816
Range 0.0050 0.0044 -0.0006 -11.1% 0.0086
ATR 0.0045 0.0045 0.0000 -0.2% 0.0000
Volume 261 102 -159 -60.9% 1,316
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 0.7936 0.7913 0.7826
R3 0.7892 0.7869 0.7814
R2 0.7848 0.7848 0.7810
R1 0.7825 0.7825 0.7806 0.7814
PP 0.7804 0.7804 0.7804 0.7799
S1 0.7781 0.7781 0.7797 0.7770
S2 0.7760 0.7760 0.7793
S3 0.7716 0.7737 0.7789
S4 0.7672 0.7693 0.7777
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8076 0.8032 0.7863
R3 0.7990 0.7946 0.7839
R2 0.7904 0.7904 0.7831
R1 0.7860 0.7860 0.7823 0.7839
PP 0.7819 0.7819 0.7819 0.7808
S1 0.7774 0.7774 0.7808 0.7753
S2 0.7733 0.7733 0.7800
S3 0.7647 0.7688 0.7792
S4 0.7561 0.7602 0.7768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7831 0.7770 0.0061 0.8% 0.0040 0.5% 52% False False 210
10 0.7962 0.7770 0.0192 2.5% 0.0044 0.6% 16% False False 221
20 0.8000 0.7770 0.0230 2.9% 0.0042 0.5% 14% False False 151
40 0.8000 0.7650 0.0350 4.5% 0.0045 0.6% 43% False False 129
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8014
2.618 0.7942
1.618 0.7898
1.000 0.7871
0.618 0.7854
HIGH 0.7827
0.618 0.7810
0.500 0.7805
0.382 0.7800
LOW 0.7783
0.618 0.7756
1.000 0.7739
1.618 0.7712
2.618 0.7668
4.250 0.7596
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 0.7805 0.7801
PP 0.7804 0.7801
S1 0.7803 0.7800

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

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