CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 0.7652 0.7664 0.0012 0.2% 0.7619
High 0.7675 0.7702 0.0028 0.4% 0.7685
Low 0.7652 0.7652 0.0000 0.0% 0.7587
Close 0.7659 0.7686 0.0026 0.3% 0.7659
Range 0.0023 0.0050 0.0028 122.2% 0.0097
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 50,593 57,077 6,484 12.8% 330,974
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7830 0.7808 0.7713
R3 0.7780 0.7758 0.7699
R2 0.7730 0.7730 0.7695
R1 0.7708 0.7708 0.7690 0.7719
PP 0.7680 0.7680 0.7680 0.7685
S1 0.7658 0.7658 0.7681 0.7669
S2 0.7630 0.7630 0.7676
S3 0.7580 0.7608 0.7672
S4 0.7530 0.7558 0.7658
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 0.7702 0.7587 0.0115 1.5% 0.0046 0.6% 86% True False 67,372
10 0.7702 0.7531 0.0171 2.2% 0.0056 0.7% 90% True False 68,358
20 0.7702 0.7531 0.0171 2.2% 0.0049 0.6% 90% True False 64,099
40 0.7795 0.7481 0.0314 4.1% 0.0051 0.7% 65% False False 61,070
60 0.7875 0.7481 0.0395 5.1% 0.0054 0.7% 52% False False 41,386
80 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 39% False False 31,079
100 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 39% False False 24,884
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7833
1.618 0.7783
1.000 0.7752
0.618 0.7733
HIGH 0.7702
0.618 0.7683
0.500 0.7677
0.382 0.7671
LOW 0.7652
0.618 0.7621
1.000 0.7602
1.618 0.7571
2.618 0.7521
4.250 0.7439
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 0.7683 0.7681
PP 0.7680 0.7677
S1 0.7677 0.7673

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

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