CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 0.7684 0.7689 0.0005 0.1% 0.7840
High 0.7702 0.7690 -0.0012 -0.2% 0.7840
Low 0.7679 0.7683 0.0004 0.0% 0.7679
Close 0.7700 0.7685 -0.0015 -0.2% 0.7679
Range 0.0023 0.0007 -0.0016 -68.9% 0.0162
ATR 0.0044 0.0042 -0.0002 -4.4% 0.0000
Volume 39 8 -31 -79.5% 1,067
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7707 0.7703 0.7689
R3 0.7700 0.7696 0.7687
R2 0.7693 0.7693 0.7686
R1 0.7689 0.7689 0.7686 0.7687
PP 0.7686 0.7686 0.7686 0.7685
S1 0.7682 0.7682 0.7684 0.7680
S2 0.7679 0.7679 0.7684
S3 0.7672 0.7675 0.7683
S4 0.7665 0.7668 0.7681
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 0.7777 0.7679 0.0098 1.3% 0.0027 0.3% 7% False False 176
10 0.7840 0.7679 0.0162 2.1% 0.0034 0.4% 4% False False 129
20 0.7963 0.7679 0.0285 3.7% 0.0035 0.5% 2% False False 107
40 0.8177 0.7679 0.0498 6.5% 0.0035 0.5% 1% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7719
2.618 0.7708
1.618 0.7701
1.000 0.7697
0.618 0.7694
HIGH 0.7690
0.618 0.7687
0.500 0.7686
0.382 0.7685
LOW 0.7683
0.618 0.7678
1.000 0.7676
1.618 0.7671
2.618 0.7664
4.250 0.7653
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.7686 0.7690
PP 0.7686 0.7688
S1 0.7685 0.7687

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

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