CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 0.7760 0.7700 -0.0060 -0.8% 0.7840
High 0.7760 0.7700 -0.0060 -0.8% 0.7840
Low 0.7699 0.7679 -0.0021 -0.3% 0.7679
Close 0.7703 0.7679 -0.0024 -0.3% 0.7679
Range 0.0061 0.0022 -0.0039 -64.8% 0.0162
ATR 0.0047 0.0046 -0.0002 -3.5% 0.0000
Volume 102 176 74 72.5% 1,067
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7750 0.7736 0.7690
R3 0.7729 0.7714 0.7684
R2 0.7707 0.7707 0.7682
R1 0.7693 0.7693 0.7680 0.7689
PP 0.7686 0.7686 0.7686 0.7684
S1 0.7671 0.7671 0.7677 0.7668
S2 0.7664 0.7664 0.7675
S3 0.7643 0.7650 0.7673
S4 0.7621 0.7628 0.7667
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8217 0.8109 0.7767
R3 0.8055 0.7948 0.7723
R2 0.7894 0.7894 0.7708
R1 0.7786 0.7786 0.7693 0.7759
PP 0.7732 0.7732 0.7732 0.7719
S1 0.7625 0.7625 0.7664 0.7598
S2 0.7571 0.7571 0.7649
S3 0.7409 0.7463 0.7634
S4 0.7248 0.7302 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7840 0.7679 0.0162 2.1% 0.0038 0.5% 0% False True 213
10 0.7840 0.7679 0.0162 2.1% 0.0035 0.5% 0% False True 129
20 0.8051 0.7679 0.0373 4.9% 0.0037 0.5% 0% False True 113
40 0.8177 0.7679 0.0498 6.5% 0.0036 0.5% 0% False True 72
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7756
1.618 0.7735
1.000 0.7722
0.618 0.7713
HIGH 0.7700
0.618 0.7692
0.500 0.7689
0.382 0.7687
LOW 0.7679
0.618 0.7665
1.000 0.7657
1.618 0.7644
2.618 0.7622
4.250 0.7587
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 0.7689 0.7728
PP 0.7686 0.7711
S1 0.7682 0.7695

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

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