CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Mar-2018
Day Change Summary
Previous Current
06-Mar-2018 07-Mar-2018 Change Change % Previous Week
Open 0.7802 0.7776 -0.0026 -0.3% 0.7948
High 0.7802 0.7797 -0.0005 -0.1% 0.7963
Low 0.7785 0.7738 -0.0047 -0.6% 0.7785
Close 0.7792 0.7778 -0.0014 -0.2% 0.7793
Range 0.0017 0.0059 0.0042 247.1% 0.0179
ATR 0.0047 0.0048 0.0001 1.8% 0.0000
Volume 18 90 72 400.0% 467
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7948 0.7922 0.7810
R3 0.7889 0.7863 0.7794
R2 0.7830 0.7830 0.7789
R1 0.7804 0.7804 0.7783 0.7817
PP 0.7771 0.7771 0.7771 0.7778
S1 0.7745 0.7745 0.7773 0.7758
S2 0.7712 0.7712 0.7767
S3 0.7653 0.7686 0.7762
S4 0.7594 0.7627 0.7746
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 0.7844 0.7736 0.0109 1.4% 0.0038 0.5% 39% False False 76
10 0.7963 0.7736 0.0228 2.9% 0.0037 0.5% 19% False False 75
20 0.8051 0.7736 0.0316 4.1% 0.0038 0.5% 13% False False 76
40 0.8177 0.7736 0.0441 5.7% 0.0036 0.5% 10% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8048
2.618 0.7951
1.618 0.7892
1.000 0.7856
0.618 0.7833
HIGH 0.7797
0.618 0.7774
0.500 0.7768
0.382 0.7761
LOW 0.7738
0.618 0.7702
1.000 0.7679
1.618 0.7643
2.618 0.7584
4.250 0.7487
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 0.7775 0.7775
PP 0.7771 0.7772
S1 0.7768 0.7769

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

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