CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 0.7837 0.7750 -0.0087 -1.1% 0.7948
High 0.7837 0.7753 -0.0084 -1.1% 0.7963
Low 0.7785 0.7736 -0.0049 -0.6% 0.7785
Close 0.7793 0.7736 -0.0057 -0.7% 0.7793
Range 0.0052 0.0017 -0.0035 -67.3% 0.0179
ATR 0.0045 0.0046 0.0001 2.0% 0.0000
Volume 177 28 -149 -84.2% 467
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7792 0.7781 0.7745
R3 0.7775 0.7764 0.7740
R2 0.7758 0.7758 0.7739
R1 0.7747 0.7747 0.7737 0.7744
PP 0.7741 0.7741 0.7741 0.7740
S1 0.7730 0.7730 0.7734 0.7727
S2 0.7724 0.7724 0.7732
S3 0.7707 0.7713 0.7731
S4 0.7690 0.7696 0.7726
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8382 0.8266 0.7891
R3 0.8204 0.8087 0.7842
R2 0.8025 0.8025 0.7825
R1 0.7909 0.7909 0.7809 0.7878
PP 0.7847 0.7847 0.7847 0.7831
S1 0.7730 0.7730 0.7776 0.7699
S2 0.7668 0.7668 0.7760
S3 0.7490 0.7552 0.7743
S4 0.7311 0.7373 0.7694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7904 0.7736 0.0169 2.2% 0.0036 0.5% 0% False True 79
10 0.7981 0.7736 0.0245 3.2% 0.0037 0.5% 0% False True 96
20 0.8077 0.7736 0.0342 4.4% 0.0038 0.5% 0% False True 78
40 0.8177 0.7736 0.0441 5.7% 0.0035 0.5% 0% False True 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7825
2.618 0.7797
1.618 0.7780
1.000 0.7770
0.618 0.7763
HIGH 0.7753
0.618 0.7746
0.500 0.7744
0.382 0.7742
LOW 0.7736
0.618 0.7725
1.000 0.7719
1.618 0.7708
2.618 0.7691
4.250 0.7663
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 0.7744 0.7790
PP 0.7741 0.7772
S1 0.7738 0.7754

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

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