CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 0.7863 0.7825 -0.0038 -0.5% 0.7978
High 0.7863 0.7844 -0.0019 -0.2% 0.7981
Low 0.7834 0.7797 -0.0037 -0.5% 0.7900
Close 0.7834 0.7835 0.0001 0.0% 0.7937
Range 0.0029 0.0047 0.0018 62.1% 0.0081
ATR 0.0044 0.0044 0.0000 0.5% 0.0000
Volume 66 68 2 3.0% 473
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7966 0.7948 0.7861
R3 0.7919 0.7901 0.7848
R2 0.7872 0.7872 0.7844
R1 0.7854 0.7854 0.7839 0.7863
PP 0.7825 0.7825 0.7825 0.7830
S1 0.7807 0.7807 0.7831 0.7816
S2 0.7778 0.7778 0.7826
S3 0.7731 0.7760 0.7822
S4 0.7684 0.7713 0.7809
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 0.7797 0.0166 2.1% 0.0041 0.5% 23% False True 63
10 0.8051 0.7797 0.0254 3.2% 0.0038 0.5% 15% False True 82
20 0.8177 0.7797 0.0380 4.8% 0.0038 0.5% 10% False True 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8044
2.618 0.7967
1.618 0.7920
1.000 0.7891
0.618 0.7873
HIGH 0.7844
0.618 0.7826
0.500 0.7821
0.382 0.7815
LOW 0.7797
0.618 0.7768
1.000 0.7750
1.618 0.7721
2.618 0.7674
4.250 0.7597
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 0.7830 0.7851
PP 0.7825 0.7845
S1 0.7821 0.7840

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

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