CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Mar-2018
Day Change Summary
Previous Current
09-Mar-2018 12-Mar-2018 Change Change % Previous Week
Open 0.7832 0.7840 0.0008 0.1% 0.7750
High 0.7836 0.7840 0.0005 0.1% 0.7836
Low 0.7813 0.7830 0.0017 0.2% 0.7736
Close 0.7834 0.7834 0.0000 0.0% 0.7834
Range 0.0023 0.0011 -0.0012 -54.3% 0.0100
ATR 0.0048 0.0045 -0.0003 -5.6% 0.0000
Volume 28 25 -3 -10.7% 224
Daily Pivots for day following 12-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7866 0.7860 0.7839
R3 0.7855 0.7850 0.7836
R2 0.7845 0.7845 0.7835
R1 0.7839 0.7839 0.7834 0.7837
PP 0.7834 0.7834 0.7834 0.7833
S1 0.7829 0.7829 0.7833 0.7826
S2 0.7824 0.7824 0.7832
S3 0.7813 0.7818 0.7831
S4 0.7803 0.7808 0.7828
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8102 0.8068 0.7889
R3 0.8002 0.7968 0.7861
R2 0.7902 0.7902 0.7852
R1 0.7868 0.7868 0.7843 0.7885
PP 0.7802 0.7802 0.7802 0.7810
S1 0.7768 0.7768 0.7824 0.7785
S2 0.7702 0.7702 0.7815
S3 0.7602 0.7668 0.7806
S4 0.7502 0.7568 0.7779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7840 0.7738 0.0102 1.3% 0.0030 0.4% 94% True False 44
10 0.7904 0.7736 0.0169 2.2% 0.0033 0.4% 58% False False 61
20 0.8051 0.7736 0.0316 4.0% 0.0037 0.5% 31% False False 75
40 0.8177 0.7736 0.0441 5.6% 0.0035 0.5% 22% False False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7885
2.618 0.7867
1.618 0.7857
1.000 0.7851
0.618 0.7846
HIGH 0.7840
0.618 0.7836
0.500 0.7835
0.382 0.7834
LOW 0.7830
0.618 0.7823
1.000 0.7819
1.618 0.7813
2.618 0.7802
4.250 0.7785
Fisher Pivots for day following 12-Mar-2018
Pivot 1 day 3 day
R1 0.7835 0.7822
PP 0.7834 0.7811
S1 0.7834 0.7800

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

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