CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 0.7661 0.7612 -0.0049 -0.6% 0.7704
High 0.7667 0.7630 -0.0037 -0.5% 0.7720
Low 0.7594 0.7595 0.0001 0.0% 0.7607
Close 0.7615 0.7604 -0.0012 -0.2% 0.7616
Range 0.0073 0.0035 -0.0038 -52.1% 0.0113
ATR 0.0052 0.0051 -0.0001 -2.3% 0.0000
Volume 61,329 65,799 4,470 7.3% 337,662
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7714 0.7694 0.7623
R3 0.7679 0.7659 0.7613
R2 0.7644 0.7644 0.7610
R1 0.7624 0.7624 0.7607 0.7617
PP 0.7609 0.7609 0.7609 0.7606
S1 0.7589 0.7589 0.7600 0.7582
S2 0.7574 0.7574 0.7597
S3 0.7539 0.7554 0.7594
S4 0.7504 0.7519 0.7584
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 0.7676 0.7594 0.0083 1.1% 0.0053 0.7% 12% False False 67,667
10 0.7720 0.7594 0.0126 1.7% 0.0051 0.7% 8% False False 66,534
20 0.7720 0.7531 0.0189 2.5% 0.0050 0.7% 38% False False 68,798
40 0.7720 0.7481 0.0239 3.1% 0.0050 0.7% 51% False False 70,336
60 0.7823 0.7481 0.0343 4.5% 0.0053 0.7% 36% False False 56,131
80 0.7875 0.7481 0.0395 5.2% 0.0052 0.7% 31% False False 42,259
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 24% False False 33,828
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7721
1.618 0.7686
1.000 0.7665
0.618 0.7651
HIGH 0.7630
0.618 0.7616
0.500 0.7612
0.382 0.7608
LOW 0.7595
0.618 0.7573
1.000 0.7560
1.618 0.7538
2.618 0.7503
4.250 0.7446
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 0.7612 0.7630
PP 0.7609 0.7621
S1 0.7606 0.7612

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

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