CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 0.7674 0.7652 -0.0022 -0.3% 0.7619
High 0.7685 0.7675 -0.0010 -0.1% 0.7685
Low 0.7644 0.7652 0.0008 0.1% 0.7587
Close 0.7658 0.7659 0.0001 0.0% 0.7659
Range 0.0040 0.0023 -0.0018 -44.4% 0.0097
ATR 0.0054 0.0051 -0.0002 -4.1% 0.0000
Volume 77,984 50,593 -27,391 -35.1% 330,974
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7729 0.7717 0.7671
R3 0.7707 0.7694 0.7665
R2 0.7684 0.7684 0.7663
R1 0.7672 0.7672 0.7661 0.7678
PP 0.7662 0.7662 0.7662 0.7665
S1 0.7649 0.7649 0.7657 0.7656
S2 0.7639 0.7639 0.7655
S3 0.7617 0.7627 0.7653
S4 0.7594 0.7604 0.7647
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7936 0.7895 0.7713
R3 0.7838 0.7797 0.7686
R2 0.7741 0.7741 0.7677
R1 0.7700 0.7700 0.7668 0.7721
PP 0.7644 0.7644 0.7644 0.7654
S1 0.7603 0.7603 0.7650 0.7623
S2 0.7546 0.7546 0.7641
S3 0.7449 0.7505 0.7632
S4 0.7351 0.7408 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7685 0.7587 0.0097 1.3% 0.0043 0.6% 74% False False 66,194
10 0.7685 0.7531 0.0154 2.0% 0.0054 0.7% 83% False False 67,716
20 0.7685 0.7531 0.0154 2.0% 0.0050 0.7% 83% False False 66,897
40 0.7795 0.7481 0.0314 4.1% 0.0051 0.7% 57% False False 59,695
60 0.7875 0.7481 0.0395 5.2% 0.0054 0.7% 45% False False 40,437
80 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 34% False False 30,365
100 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 34% False False 24,313
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7733
1.618 0.7711
1.000 0.7697
0.618 0.7688
HIGH 0.7675
0.618 0.7666
0.500 0.7663
0.382 0.7661
LOW 0.7652
0.618 0.7638
1.000 0.7630
1.618 0.7616
2.618 0.7593
4.250 0.7556
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 0.7663 0.7654
PP 0.7662 0.7648
S1 0.7660 0.7643

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

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