CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 18-Sep-2018

Day Change Summary
	Previous	Current
	17-Sep-2018	18-Sep-2018	Change	Change %	Previous Week
Open	0.7666	0.7664	-0.0003	0.0%	0.7591
High	0.7690	0.7700	0.0010	0.1%	0.7707
Low	0.7665	0.7655	-0.0010	-0.1%	0.7578
Close	0.7677	0.7697	0.0021	0.3%	0.7674
Range	0.0026	0.0045	0.0020	78.4%	0.0129
ATR	0.0051	0.0050	0.0000	-0.7%	0.0000
Volume	5,191	549	-4,642	-89.4%	398,323

Daily Pivots for day following 18-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7820	0.7804	0.7722
R3	0.7775	0.7759	0.7710
R2	0.7729	0.7729	0.7705
R1	0.7713	0.7713	0.7701	0.7721
PP	0.7684	0.7684	0.7684	0.7688
S1	0.7668	0.7668	0.7693	0.7676
S2	0.7638	0.7638	0.7689
S3	0.7593	0.7622	0.7684
S4	0.7547	0.7577	0.7672

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.7986	0.7745
R3	0.7911	0.7857	0.7709
R2	0.7782	0.7782	0.7698
R1	0.7728	0.7728	0.7686	0.7755
PP	0.7653	0.7653	0.7653	0.7667
S1	0.7599	0.7599	0.7662	0.7626
S2	0.7524	0.7524	0.7650
S3	0.7395	0.7470	0.7639
S4	0.7266	0.7341	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7707	0.7647	0.0060	0.8%	0.0040	0.5%	83%	False	False	54,301
10	0.7707	0.7562	0.0145	1.9%	0.0044	0.6%	93%	False	False	65,697
20	0.7763	0.7562	0.0201	2.6%	0.0050	0.6%	67%	False	False	72,977
40	0.7763	0.7562	0.0201	2.6%	0.0049	0.6%	67%	False	False	70,348
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.6%	77%	False	False	70,091
80	0.7817	0.7481	0.0337	4.4%	0.0052	0.7%	64%	False	False	61,714
100	0.7875	0.7481	0.0395	5.1%	0.0052	0.7%	55%	False	False	49,610
120	0.8000	0.7481	0.0520	6.7%	0.0051	0.7%	42%	False	False	41,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7893
2.618	0.7819
1.618	0.7774
1.000	0.7745
0.618	0.7728
HIGH	0.7700
0.618	0.7683
0.500	0.7677
0.382	0.7672
LOW	0.7655
0.618	0.7626
1.000	0.7609
1.618	0.7581
2.618	0.7535
4.250	0.7461

Fisher Pivots for day following 18-Sep-2018
Pivot	1 day	3 day
R1	0.7690	0.7691
PP	0.7684	0.7685
S1	0.7677	0.7679

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols