CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Mar-2018
Day Change Summary
Previous Current
07-Mar-2018 08-Mar-2018 Change Change % Previous Week
Open 0.7776 0.7782 0.0007 0.1% 0.7948
High 0.7797 0.7801 0.0004 0.1% 0.7963
Low 0.7738 0.7760 0.0022 0.3% 0.7785
Close 0.7778 0.7787 0.0009 0.1% 0.7793
Range 0.0059 0.0041 -0.0018 -29.7% 0.0179
ATR 0.0048 0.0047 0.0000 -0.9% 0.0000
Volume 90 60 -30 -33.3% 467
Daily Pivots for day following 08-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7907 0.7888 0.7809
R3 0.7865 0.7847 0.7798
R2 0.7824 0.7824 0.7794
R1 0.7805 0.7805 0.7790 0.7814
PP 0.7782 0.7782 0.7782 0.7787
S1 0.7764 0.7764 0.7783 0.7773
S2 0.7741 0.7741 0.7779
S3 0.7699 0.7722 0.7775
S4 0.7658 0.7681 0.7764
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 0.7837 0.7736 0.0101 1.3% 0.0037 0.5% 50% False False 74
10 0.7963 0.7736 0.0228 2.9% 0.0039 0.5% 22% False False 68
20 0.8051 0.7736 0.0316 4.1% 0.0038 0.5% 16% False False 75
40 0.8177 0.7736 0.0441 5.7% 0.0037 0.5% 12% False False 54
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7977
2.618 0.7910
1.618 0.7868
1.000 0.7842
0.618 0.7827
HIGH 0.7801
0.618 0.7785
0.500 0.7780
0.382 0.7775
LOW 0.7760
0.618 0.7734
1.000 0.7718
1.618 0.7692
2.618 0.7651
4.250 0.7583
Fisher Pivots for day following 08-Mar-2018
Pivot 1 day 3 day
R1 0.7784 0.7781
PP 0.7782 0.7775
S1 0.7780 0.7770

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

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