CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 0.7803 0.7803 0.0001 0.0% 0.7804
High 0.7818 0.7807 -0.0011 -0.1% 0.7831
Low 0.7770 0.7766 -0.0005 -0.1% 0.7766
Close 0.7803 0.7799 -0.0003 0.0% 0.7799
Range 0.0048 0.0042 -0.0007 -13.5% 0.0065
ATR 0.0045 0.0045 0.0000 -0.6% 0.0000
Volume 128 102 -26 -20.3% 730
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7915 0.7899 0.7822
R3 0.7874 0.7857 0.7810
R2 0.7832 0.7832 0.7807
R1 0.7816 0.7816 0.7803 0.7803
PP 0.7791 0.7791 0.7791 0.7784
S1 0.7774 0.7774 0.7795 0.7762
S2 0.7749 0.7749 0.7791
S3 0.7708 0.7733 0.7788
S4 0.7666 0.7691 0.7776
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7993 0.7961 0.7835
R3 0.7928 0.7896 0.7817
R2 0.7863 0.7863 0.7811
R1 0.7831 0.7831 0.7805 0.7815
PP 0.7798 0.7798 0.7798 0.7790
S1 0.7766 0.7766 0.7793 0.7750
S2 0.7733 0.7733 0.7787
S3 0.7668 0.7701 0.7781
S4 0.7603 0.7636 0.7763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7831 0.7766 0.0065 0.8% 0.0045 0.6% 52% False True 146
10 0.7863 0.7766 0.0098 1.3% 0.0042 0.5% 34% False True 204
20 0.8000 0.7766 0.0235 3.0% 0.0044 0.6% 14% False True 161
40 0.8000 0.7650 0.0350 4.5% 0.0044 0.6% 43% False False 130
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7983
2.618 0.7916
1.618 0.7874
1.000 0.7849
0.618 0.7833
HIGH 0.7807
0.618 0.7791
0.500 0.7786
0.382 0.7781
LOW 0.7766
0.618 0.7740
1.000 0.7724
1.618 0.7698
2.618 0.7657
4.250 0.7589
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 0.7795 0.7798
PP 0.7791 0.7797
S1 0.7786 0.7796

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

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