CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 0.7831 0.7790 -0.0041 -0.5% 0.7783
High 0.7836 0.7844 0.0009 0.1% 0.7875
Low 0.7759 0.7788 0.0029 0.4% 0.7716
Close 0.7791 0.7840 0.0049 0.6% 0.7840
Range 0.0076 0.0056 -0.0020 -26.8% 0.0160
ATR 0.0050 0.0051 0.0000 0.8% 0.0000
Volume 136 355 219 161.0% 1,316
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 0.7992 0.7972 0.7871
R3 0.7936 0.7916 0.7855
R2 0.7880 0.7880 0.7850
R1 0.7860 0.7860 0.7845 0.7870
PP 0.7824 0.7824 0.7824 0.7829
S1 0.7804 0.7804 0.7835 0.7814
S2 0.7768 0.7768 0.7830
S3 0.7712 0.7748 0.7825
S4 0.7656 0.7692 0.7809
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8289 0.8224 0.7927
R3 0.8129 0.8064 0.7883
R2 0.7970 0.7970 0.7869
R1 0.7905 0.7905 0.7854 0.7937
PP 0.7810 0.7810 0.7810 0.7826
S1 0.7745 0.7745 0.7825 0.7778
S2 0.7651 0.7651 0.7810
S3 0.7491 0.7586 0.7796
S4 0.7332 0.7426 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7875 0.7759 0.0116 1.5% 0.0053 0.7% 70% False False 178
10 0.7875 0.7716 0.0160 2.0% 0.0054 0.7% 78% False False 212
20 0.7962 0.7716 0.0246 3.1% 0.0049 0.6% 51% False False 216
40 0.8000 0.7688 0.0312 4.0% 0.0048 0.6% 49% False False 153
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.7991
1.618 0.7935
1.000 0.7900
0.618 0.7879
HIGH 0.7844
0.618 0.7823
0.500 0.7816
0.382 0.7809
LOW 0.7788
0.618 0.7753
1.000 0.7732
1.618 0.7697
2.618 0.7641
4.250 0.7550
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 0.7832 0.7830
PP 0.7824 0.7820
S1 0.7816 0.7810

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

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