CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 0.7783 0.7728 -0.0055 -0.7% 0.7783
High 0.7783 0.7730 -0.0053 -0.7% 0.7866
Low 0.7720 0.7685 -0.0035 -0.5% 0.7720
Close 0.7725 0.7698 -0.0027 -0.3% 0.7725
Range 0.0063 0.0045 -0.0018 -28.6% 0.0146
ATR 0.0053 0.0052 -0.0001 -1.1% 0.0000
Volume 2,221 1,364 -857 -38.6% 21,752
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 0.7839 0.7814 0.7723
R3 0.7794 0.7769 0.7710
R2 0.7749 0.7749 0.7706
R1 0.7724 0.7724 0.7702 0.7714
PP 0.7704 0.7704 0.7704 0.7699
S1 0.7678 0.7678 0.7694 0.7669
S2 0.7659 0.7659 0.7690
S3 0.7614 0.7633 0.7686
S4 0.7569 0.7588 0.7673
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.8210 0.8114 0.7806
R3 0.8063 0.7967 0.7765
R2 0.7917 0.7917 0.7752
R1 0.7821 0.7821 0.7738 0.7796
PP 0.7770 0.7770 0.7770 0.7758
S1 0.7674 0.7674 0.7712 0.7649
S2 0.7624 0.7624 0.7698
S3 0.7477 0.7528 0.7685
S4 0.7331 0.7381 0.7644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7866 0.7685 0.0182 2.4% 0.0053 0.7% 7% False True 4,574
10 0.7866 0.7685 0.0182 2.4% 0.0057 0.7% 7% False True 2,512
20 0.7875 0.7685 0.0191 2.5% 0.0054 0.7% 7% False True 1,355
40 0.8000 0.7685 0.0316 4.1% 0.0049 0.6% 4% False True 750
60 0.8000 0.7650 0.0350 4.5% 0.0048 0.6% 14% False False 535
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7847
1.618 0.7802
1.000 0.7775
0.618 0.7757
HIGH 0.7730
0.618 0.7712
0.500 0.7707
0.382 0.7702
LOW 0.7685
0.618 0.7657
1.000 0.7639
1.618 0.7612
2.618 0.7567
4.250 0.7493
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 0.7707 0.7749
PP 0.7704 0.7732
S1 0.7701 0.7715

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

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