CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 0.7718 0.7783 0.0066 0.8% 0.7840
High 0.7783 0.7785 0.0002 0.0% 0.7840
Low 0.7715 0.7769 0.0055 0.7% 0.7679
Close 0.7777 0.7778 0.0000 0.0% 0.7679
Range 0.0069 0.0016 -0.0053 -76.6% 0.0162
ATR 0.0046 0.0044 -0.0002 -4.7% 0.0000
Volume 125 33 -92 -73.6% 1,067
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7825 0.7817 0.7786
R3 0.7809 0.7801 0.7782
R2 0.7793 0.7793 0.7780
R1 0.7785 0.7785 0.7779 0.7781
PP 0.7777 0.7777 0.7777 0.7775
S1 0.7769 0.7769 0.7776 0.7765
S2 0.7761 0.7761 0.7775
S3 0.7745 0.7753 0.7773
S4 0.7729 0.7737 0.7769
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 0.7785 0.7679 0.0107 1.4% 0.0027 0.3% 93% True False 76
10 0.7840 0.7679 0.0162 2.1% 0.0033 0.4% 61% False False 130
20 0.7963 0.7679 0.0285 3.7% 0.0036 0.5% 35% False False 99
40 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 20% False False 76
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7853
2.618 0.7827
1.618 0.7811
1.000 0.7801
0.618 0.7795
HIGH 0.7785
0.618 0.7779
0.500 0.7777
0.382 0.7775
LOW 0.7769
0.618 0.7759
1.000 0.7753
1.618 0.7743
2.618 0.7727
4.250 0.7701
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 0.7777 0.7763
PP 0.7777 0.7748
S1 0.7777 0.7734

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

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