CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 0.7840 0.7820 -0.0020 -0.3% 0.7750
High 0.7840 0.7827 -0.0013 -0.2% 0.7836
Low 0.7830 0.7750 -0.0080 -1.0% 0.7736
Close 0.7834 0.7770 -0.0064 -0.8% 0.7834
Range 0.0011 0.0077 0.0067 633.3% 0.0100
ATR 0.0045 0.0048 0.0003 6.1% 0.0000
Volume 25 209 184 736.0% 224
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8013 0.7969 0.7812
R3 0.7936 0.7892 0.7791
R2 0.7859 0.7859 0.7784
R1 0.7815 0.7815 0.7777 0.7799
PP 0.7782 0.7782 0.7782 0.7774
S1 0.7738 0.7738 0.7763 0.7721
S2 0.7705 0.7705 0.7756
S3 0.7628 0.7661 0.7749
S4 0.7551 0.7584 0.7728
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% 0.0042 0.5% 31% False False 82
10 0.7863 0.7736 0.0128 1.6% 0.0037 0.5% 27% False False 76
20 0.8051 0.7736 0.0316 4.1% 0.0039 0.5% 11% False False 83
40 0.8177 0.7736 0.0441 5.7% 0.0037 0.5% 8% False False 54
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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8029
1.618 0.7952
1.000 0.7904
0.618 0.7875
HIGH 0.7827
0.618 0.7798
0.500 0.7789
0.382 0.7779
LOW 0.7750
0.618 0.7702
1.000 0.7673
1.618 0.7625
2.618 0.7548
4.250 0.7423
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 0.7789 0.7795
PP 0.7782 0.7787
S1 0.7776 0.7778

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

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