CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.7829 0.7783 -0.0047 -0.6% 0.7845
High 0.7836 0.7843 0.0007 0.1% 0.7861
Low 0.7767 0.7780 0.0013 0.2% 0.7759
Close 0.7785 0.7828 0.0043 0.6% 0.7785
Range 0.0069 0.0062 -0.0007 -9.4% 0.0101
ATR 0.0051 0.0052 0.0001 1.6% 0.0000
Volume 543 242 -301 -55.4% 2,091
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.8004 0.7978 0.7862
R3 0.7942 0.7916 0.7845
R2 0.7879 0.7879 0.7839
R1 0.7853 0.7853 0.7833 0.7866
PP 0.7817 0.7817 0.7817 0.7823
S1 0.7791 0.7791 0.7822 0.7804
S2 0.7754 0.7754 0.7816
S3 0.7692 0.7728 0.7810
S4 0.7629 0.7666 0.7793
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8106 0.8047 0.7840
R3 0.8004 0.7945 0.7812
R2 0.7903 0.7903 0.7803
R1 0.7844 0.7844 0.7794 0.7823
PP 0.7801 0.7801 0.7801 0.7791
S1 0.7742 0.7742 0.7775 0.7721
S2 0.7700 0.7700 0.7766
S3 0.7598 0.7641 0.7757
S4 0.7497 0.7539 0.7729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7861 0.7759 0.0101 1.3% 0.0061 0.8% 67% False False 450
10 0.7875 0.7716 0.0160 2.0% 0.0059 0.8% 70% False False 361
20 0.7875 0.7716 0.0160 2.0% 0.0049 0.6% 70% False False 276
40 0.8000 0.7716 0.0285 3.6% 0.0047 0.6% 39% False False 189
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8108
2.618 0.8006
1.618 0.7944
1.000 0.7905
0.618 0.7881
HIGH 0.7843
0.618 0.7819
0.500 0.7811
0.382 0.7804
LOW 0.7780
0.618 0.7741
1.000 0.7718
1.618 0.7679
2.618 0.7616
4.250 0.7514
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.7822 0.7823
PP 0.7817 0.7818
S1 0.7811 0.7814

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

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