CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 0.7704 0.7695 -0.0009 -0.1% 0.7664
High 0.7705 0.7720 0.0015 0.2% 0.7719
Low 0.7673 0.7653 -0.0020 -0.3% 0.7642
Close 0.7695 0.7659 -0.0037 -0.5% 0.7710
Range 0.0032 0.0067 0.0035 107.8% 0.0078
ATR 0.0048 0.0050 0.0001 2.7% 0.0000
Volume 40,986 68,339 27,353 66.7% 366,210
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7877 0.7834 0.7695
R3 0.7810 0.7768 0.7677
R2 0.7744 0.7744 0.7671
R1 0.7701 0.7701 0.7665 0.7689
PP 0.7677 0.7677 0.7677 0.7671
S1 0.7634 0.7634 0.7652 0.7622
S2 0.7610 0.7610 0.7646
S3 0.7544 0.7568 0.7640
S4 0.7477 0.7501 0.7622
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7923 0.7894 0.7753
R3 0.7845 0.7816 0.7731
R2 0.7768 0.7768 0.7724
R1 0.7739 0.7739 0.7717 0.7753
PP 0.7690 0.7690 0.7690 0.7697
S1 0.7661 0.7661 0.7703 0.7676
S2 0.7613 0.7613 0.7696
S3 0.7535 0.7584 0.7689
S4 0.7458 0.7506 0.7667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7720 0.7653 0.0067 0.9% 0.0041 0.5% 8% True True 62,688
10 0.7720 0.7602 0.0118 1.5% 0.0047 0.6% 48% True False 70,297
20 0.7720 0.7531 0.0189 2.5% 0.0051 0.7% 68% True False 68,237
40 0.7737 0.7481 0.0256 3.3% 0.0050 0.6% 70% False False 70,521
60 0.7866 0.7481 0.0386 5.0% 0.0053 0.7% 46% False False 48,336
80 0.8000 0.7481 0.0520 6.8% 0.0052 0.7% 34% False False 36,302
100 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 34% False False 29,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8002
2.618 0.7894
1.618 0.7827
1.000 0.7786
0.618 0.7761
HIGH 0.7720
0.618 0.7694
0.500 0.7686
0.382 0.7678
LOW 0.7653
0.618 0.7612
1.000 0.7586
1.618 0.7545
2.618 0.7479
4.250 0.7370
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 0.7686 0.7686
PP 0.7677 0.7677
S1 0.7668 0.7668

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

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