CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 0.7750 0.7802 0.0052 0.7% 0.7948
High 0.7753 0.7802 0.0049 0.6% 0.7963
Low 0.7736 0.7785 0.0049 0.6% 0.7785
Close 0.7736 0.7792 0.0057 0.7% 0.7793
Range 0.0017 0.0017 0.0000 0.0% 0.0179
ATR 0.0046 0.0047 0.0001 3.2% 0.0000
Volume 28 18 -10 -35.7% 467
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7844 0.7835 0.7801
R3 0.7827 0.7818 0.7797
R2 0.7810 0.7810 0.7795
R1 0.7801 0.7801 0.7794 0.7797
PP 0.7793 0.7793 0.7793 0.7791
S1 0.7784 0.7784 0.7790 0.7780
S2 0.7776 0.7776 0.7789
S3 0.7759 0.7767 0.7787
S4 0.7742 0.7750 0.7783
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 0.7863 0.7736 0.0128 1.6% 0.0032 0.4% 44% False False 71
10 0.7963 0.7736 0.0228 2.9% 0.0035 0.4% 25% False False 86
20 0.8051 0.7736 0.0316 4.0% 0.0036 0.5% 18% False False 76
40 0.8177 0.7736 0.0441 5.7% 0.0035 0.4% 13% False False 50
Crabel Price Patterns
NR False
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 0.0006
Fibonacci Retracements and Extensions
4.250 0.7874
2.618 0.7846
1.618 0.7829
1.000 0.7819
0.618 0.7812
HIGH 0.7802
0.618 0.7795
0.500 0.7793
0.382 0.7791
LOW 0.7785
0.618 0.7774
1.000 0.7768
1.618 0.7757
2.618 0.7740
4.250 0.7712
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 0.7793 0.7790
PP 0.7793 0.7788
S1 0.7792 0.7786

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

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