CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 0.7783 0.7841 0.0059 0.8% 0.7845
High 0.7843 0.7866 0.0024 0.3% 0.7861
Low 0.7780 0.7821 0.0041 0.5% 0.7759
Close 0.7828 0.7826 -0.0002 0.0% 0.7785
Range 0.0062 0.0045 -0.0017 -28.0% 0.0101
ATR 0.0052 0.0052 -0.0001 -1.0% 0.0000
Volume 242 7,513 7,271 3,004.5% 2,091
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 0.7973 0.7944 0.7850
R3 0.7928 0.7899 0.7838
R2 0.7883 0.7883 0.7834
R1 0.7854 0.7854 0.7830 0.7846
PP 0.7838 0.7838 0.7838 0.7833
S1 0.7809 0.7809 0.7821 0.7801
S2 0.7793 0.7793 0.7817
S3 0.7748 0.7764 0.7813
S4 0.7703 0.7719 0.7801
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 0.7866 0.7767 0.0099 1.3% 0.0055 0.7% 59% True False 1,925
10 0.7875 0.7728 0.0147 1.9% 0.0057 0.7% 66% False False 1,073
20 0.7875 0.7716 0.0160 2.0% 0.0050 0.6% 69% False False 640
40 0.8000 0.7716 0.0285 3.6% 0.0047 0.6% 39% False False 372
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 0.8057
2.618 0.7984
1.618 0.7939
1.000 0.7911
0.618 0.7894
HIGH 0.7866
0.618 0.7849
0.500 0.7844
0.382 0.7838
LOW 0.7821
0.618 0.7793
1.000 0.7776
1.618 0.7748
2.618 0.7703
4.250 0.7630
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 0.7844 0.7823
PP 0.7838 0.7820
S1 0.7832 0.7817

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

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