CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	0.7600	0.7543	-0.0057	-0.8%	0.7606
High	0.7606	0.7632	0.0026	0.3%	0.7635
Low	0.7532	0.7531	-0.0001	0.0%	0.7531
Close	0.7553	0.7622	0.0069	0.9%	0.7622
Range	0.0075	0.0101	0.0027	35.6%	0.0104
ATR	0.0052	0.0055	0.0004	6.9%	0.0000
Volume	85,641	91,924	6,283	7.3%	346,191

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7861	0.7678
R3	0.7797	0.7760	0.7650
R2	0.7696	0.7696	0.7641
R1	0.7659	0.7659	0.7631	0.7678
PP	0.7595	0.7595	0.7595	0.7604
S1	0.7558	0.7558	0.7613	0.7577
S2	0.7494	0.7494	0.7603
S3	0.7393	0.7457	0.7594
S4	0.7292	0.7356	0.7566

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7869	0.7679
R3	0.7804	0.7765	0.7651
R2	0.7700	0.7700	0.7641
R1	0.7661	0.7661	0.7632	0.7681
PP	0.7596	0.7596	0.7596	0.7606
S1	0.7557	0.7557	0.7612	0.7577
S2	0.7492	0.7492	0.7603
S3	0.7388	0.7453	0.7593
S4	0.7284	0.7349	0.7565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7635	0.7531	0.0104	1.4%	0.0065	0.8%	88%	False	True	69,238
10	0.7669	0.7531	0.0138	1.8%	0.0055	0.7%	66%	False	True	64,859
20	0.7669	0.7481	0.0189	2.5%	0.0052	0.7%	75%	False	False	72,452
40	0.7817	0.7481	0.0337	4.4%	0.0055	0.7%	42%	False	False	51,812
60	0.7875	0.7481	0.0395	5.2%	0.0054	0.7%	36%	False	False	34,938
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	27%	False	False	26,234
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	27%	False	False	21,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.8061
2.618	0.7896
1.618	0.7795
1.000	0.7733
0.618	0.7694
HIGH	0.7632
0.618	0.7593
0.500	0.7582
0.382	0.7570
LOW	0.7531
0.618	0.7469
1.000	0.7430
1.618	0.7368
2.618	0.7267
4.250	0.7102

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	0.7609	0.7609
PP	0.7595	0.7595
S1	0.7582	0.7582

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols