CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 0.7687 0.7670 -0.0017 -0.2% 0.7704
High 0.7697 0.7676 -0.0021 -0.3% 0.7720
Low 0.7659 0.7607 -0.0052 -0.7% 0.7607
Close 0.7675 0.7616 -0.0059 -0.8% 0.7616
Range 0.0039 0.0070 0.0031 80.5% 0.0113
ATR 0.0050 0.0051 0.0001 2.8% 0.0000
Volume 48,642 89,130 40,488 83.2% 337,662
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7841 0.7798 0.7654
R3 0.7772 0.7729 0.7635
R2 0.7702 0.7702 0.7629
R1 0.7659 0.7659 0.7622 0.7646
PP 0.7633 0.7633 0.7633 0.7626
S1 0.7590 0.7590 0.7610 0.7577
S2 0.7563 0.7563 0.7603
S3 0.7494 0.7520 0.7597
S4 0.7424 0.7451 0.7578
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7986 0.7914 0.7678
R3 0.7873 0.7801 0.7647
R2 0.7760 0.7760 0.7637
R1 0.7688 0.7688 0.7626 0.7668
PP 0.7647 0.7647 0.7647 0.7637
S1 0.7575 0.7575 0.7606 0.7555
S2 0.7534 0.7534 0.7595
S3 0.7421 0.7462 0.7585
S4 0.7308 0.7349 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7720 0.7607 0.0113 1.5% 0.0055 0.7% 8% False True 67,532
10 0.7720 0.7607 0.0113 1.5% 0.0050 0.7% 8% False True 70,387
20 0.7720 0.7531 0.0189 2.5% 0.0052 0.7% 45% False False 69,051
40 0.7720 0.7481 0.0239 3.1% 0.0050 0.7% 57% False False 72,344
60 0.7866 0.7481 0.0386 5.1% 0.0053 0.7% 35% False False 52,132
80 0.7962 0.7481 0.0481 6.3% 0.0052 0.7% 28% False False 39,153
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 26% False False 31,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7858
1.618 0.7788
1.000 0.7746
0.618 0.7719
HIGH 0.7676
0.618 0.7649
0.500 0.7641
0.382 0.7633
LOW 0.7607
0.618 0.7564
1.000 0.7537
1.618 0.7494
2.618 0.7425
4.250 0.7311
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 0.7641 0.7652
PP 0.7633 0.7640
S1 0.7624 0.7628

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

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