CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 0.7670 0.7609 -0.0061 -0.8% 0.7704
High 0.7676 0.7636 -0.0041 -0.5% 0.7720
Low 0.7607 0.7597 -0.0010 -0.1% 0.7607
Close 0.7616 0.7612 -0.0004 -0.1% 0.7616
Range 0.0070 0.0039 -0.0031 -43.9% 0.0113
ATR 0.0051 0.0050 -0.0001 -1.7% 0.0000
Volume 89,130 60,865 -28,265 -31.7% 337,662
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7732 0.7711 0.7633
R3 0.7693 0.7672 0.7623
R2 0.7654 0.7654 0.7619
R1 0.7633 0.7633 0.7616 0.7643
PP 0.7615 0.7615 0.7615 0.7620
S1 0.7594 0.7594 0.7608 0.7604
S2 0.7576 0.7576 0.7605
S3 0.7537 0.7555 0.7601
S4 0.7498 0.7516 0.7591
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 0.7597 0.0123 1.6% 0.0056 0.7% 13% False True 71,508
10 0.7720 0.7597 0.0123 1.6% 0.0049 0.6% 13% False True 70,766
20 0.7720 0.7531 0.0189 2.5% 0.0052 0.7% 43% False False 69,562
40 0.7720 0.7481 0.0239 3.1% 0.0049 0.6% 55% False False 71,168
60 0.7866 0.7481 0.0386 5.1% 0.0053 0.7% 34% False False 53,131
80 0.7931 0.7481 0.0450 5.9% 0.0052 0.7% 29% False False 39,912
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 25% False False 31,948
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7801
2.618 0.7738
1.618 0.7699
1.000 0.7674
0.618 0.7660
HIGH 0.7636
0.618 0.7621
0.500 0.7616
0.382 0.7611
LOW 0.7597
0.618 0.7572
1.000 0.7558
1.618 0.7533
2.618 0.7494
4.250 0.7431
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 0.7616 0.7647
PP 0.7615 0.7635
S1 0.7613 0.7624

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

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