CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 0.7841 0.7823 -0.0018 -0.2% 0.7845
High 0.7866 0.7823 -0.0043 -0.5% 0.7861
Low 0.7821 0.7764 -0.0057 -0.7% 0.7759
Close 0.7826 0.7807 -0.0019 -0.2% 0.7785
Range 0.0045 0.0059 0.0014 31.1% 0.0101
ATR 0.0052 0.0052 0.0001 1.4% 0.0000
Volume 7,513 11,344 3,831 51.0% 2,091
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 0.7975 0.7950 0.7839
R3 0.7916 0.7891 0.7823
R2 0.7857 0.7857 0.7818
R1 0.7832 0.7832 0.7812 0.7815
PP 0.7798 0.7798 0.7798 0.7790
S1 0.7773 0.7773 0.7802 0.7756
S2 0.7739 0.7739 0.7796
S3 0.7680 0.7714 0.7791
S4 0.7621 0.7655 0.7775
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 0.7764 0.0102 1.3% 0.0055 0.7% 42% False True 4,123
10 0.7875 0.7759 0.0116 1.5% 0.0054 0.7% 41% False False 2,150
20 0.7875 0.7716 0.0160 2.0% 0.0051 0.7% 57% False False 1,189
40 0.8000 0.7716 0.0285 3.6% 0.0047 0.6% 32% False False 655
60 0.8000 0.7650 0.0350 4.5% 0.0048 0.6% 45% False False 479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8074
2.618 0.7977
1.618 0.7918
1.000 0.7882
0.618 0.7859
HIGH 0.7823
0.618 0.7800
0.500 0.7794
0.382 0.7787
LOW 0.7764
0.618 0.7728
1.000 0.7705
1.618 0.7669
2.618 0.7610
4.250 0.7513
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 0.7803 0.7815
PP 0.7798 0.7812
S1 0.7794 0.7810

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

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