CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 0.7948 0.7904 -0.0043 -0.5% 0.7978
High 0.7963 0.7904 -0.0059 -0.7% 0.7981
Low 0.7913 0.7870 -0.0043 -0.5% 0.7900
Close 0.7926 0.7880 -0.0046 -0.6% 0.7937
Range 0.0050 0.0035 -0.0016 -31.0% 0.0081
ATR 0.0043 0.0044 0.0001 2.2% 0.0000
Volume 100 56 -44 -44.0% 473
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7988 0.7968 0.7898
R3 0.7953 0.7934 0.7889
R2 0.7919 0.7919 0.7886
R1 0.7899 0.7899 0.7883 0.7892
PP 0.7884 0.7884 0.7884 0.7881
S1 0.7865 0.7865 0.7876 0.7857
S2 0.7850 0.7850 0.7873
S3 0.7815 0.7830 0.7870
S4 0.7781 0.7796 0.7861
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8182 0.8140 0.7981
R3 0.8101 0.8059 0.7959
R2 0.8020 0.8020 0.7951
R1 0.7978 0.7978 0.7944 0.7959
PP 0.7939 0.7939 0.7939 0.7929
S1 0.7897 0.7897 0.7929 0.7878
S2 0.7858 0.7858 0.7922
S3 0.7777 0.7816 0.7914
S4 0.7696 0.7735 0.7892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7963 0.7870 0.0094 1.2% 0.0038 0.5% 11% False True 101
10 0.8051 0.7870 0.0181 2.3% 0.0041 0.5% 6% False True 89
20 0.8177 0.7870 0.0307 3.9% 0.0037 0.5% 3% False True 62
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7994
1.618 0.7960
1.000 0.7939
0.618 0.7925
HIGH 0.7904
0.618 0.7891
0.500 0.7887
0.382 0.7883
LOW 0.7870
0.618 0.7848
1.000 0.7835
1.618 0.7814
2.618 0.7779
4.250 0.7723
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 0.7887 0.7916
PP 0.7884 0.7904
S1 0.7882 0.7892

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

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