CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 0.7803 0.7783 -0.0020 -0.3% 0.7804
High 0.7807 0.7806 -0.0002 0.0% 0.7831
Low 0.7766 0.7775 0.0010 0.1% 0.7766
Close 0.7799 0.7789 -0.0011 -0.1% 0.7799
Range 0.0042 0.0031 -0.0011 -26.5% 0.0065
ATR 0.0045 0.0044 -0.0001 -2.3% 0.0000
Volume 102 34 -68 -66.7% 730
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 0.7881 0.7865 0.7805
R3 0.7851 0.7835 0.7797
R2 0.7820 0.7820 0.7794
R1 0.7804 0.7804 0.7791 0.7812
PP 0.7790 0.7790 0.7790 0.7794
S1 0.7774 0.7774 0.7786 0.7782
S2 0.7759 0.7759 0.7783
S3 0.7729 0.7743 0.7780
S4 0.7698 0.7713 0.7772
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 0.7827 0.7766 0.0062 0.8% 0.0043 0.5% 37% False False 125
10 0.7831 0.7766 0.0065 0.8% 0.0039 0.5% 35% False False 192
20 0.8000 0.7766 0.0235 3.0% 0.0042 0.5% 10% False False 157
40 0.8000 0.7650 0.0350 4.5% 0.0044 0.6% 40% False False 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7935
2.618 0.7885
1.618 0.7855
1.000 0.7836
0.618 0.7824
HIGH 0.7806
0.618 0.7794
0.500 0.7790
0.382 0.7787
LOW 0.7775
0.618 0.7756
1.000 0.7745
1.618 0.7726
2.618 0.7695
4.250 0.7645
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 0.7790 0.7792
PP 0.7790 0.7791
S1 0.7789 0.7790

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

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