CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 0.7740 0.7800 0.0060 0.8% 0.7804
High 0.7816 0.7862 0.0046 0.6% 0.7831
Low 0.7728 0.7800 0.0072 0.9% 0.7766
Close 0.7807 0.7859 0.0052 0.7% 0.7799
Range 0.0088 0.0062 -0.0026 -29.5% 0.0065
ATR 0.0049 0.0050 0.0001 1.9% 0.0000
Volume 568 222 -346 -60.9% 730
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 0.8026 0.8004 0.7893
R3 0.7964 0.7942 0.7876
R2 0.7902 0.7902 0.7870
R1 0.7880 0.7880 0.7864 0.7891
PP 0.7840 0.7840 0.7840 0.7846
S1 0.7818 0.7818 0.7853 0.7829
S2 0.7778 0.7778 0.7847
S3 0.7716 0.7756 0.7841
S4 0.7654 0.7694 0.7824
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 0.7862 0.7716 0.0147 1.9% 0.0058 0.7% 98% True False 264
10 0.7862 0.7716 0.0147 1.9% 0.0051 0.6% 98% True False 209
20 0.8000 0.7716 0.0285 3.6% 0.0046 0.6% 50% False False 196
40 0.8000 0.7650 0.0350 4.5% 0.0046 0.6% 60% False False 147
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8126
2.618 0.8024
1.618 0.7962
1.000 0.7924
0.618 0.7900
HIGH 0.7862
0.618 0.7838
0.500 0.7831
0.382 0.7824
LOW 0.7800
0.618 0.7762
1.000 0.7738
1.618 0.7700
2.618 0.7638
4.250 0.7537
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 0.7849 0.7835
PP 0.7840 0.7812
S1 0.7831 0.7789

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

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