CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 0.7783 0.7787 0.0004 0.1% 0.7684
High 0.7785 0.7828 0.0043 0.6% 0.7828
Low 0.7769 0.7787 0.0018 0.2% 0.7679
Close 0.7778 0.7809 0.0031 0.4% 0.7809
Range 0.0016 0.0041 0.0025 156.3% 0.0149
ATR 0.0044 0.0045 0.0000 1.0% 0.0000
Volume 33 73 40 121.2% 278
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7931 0.7911 0.7831
R3 0.7890 0.7870 0.7820
R2 0.7849 0.7849 0.7816
R1 0.7829 0.7829 0.7812 0.7839
PP 0.7808 0.7808 0.7808 0.7813
S1 0.7788 0.7788 0.7805 0.7798
S2 0.7767 0.7767 0.7801
S3 0.7726 0.7747 0.7797
S4 0.7685 0.7706 0.7786
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8219 0.8163 0.7890
R3 0.8070 0.8014 0.7849
R2 0.7921 0.7921 0.7836
R1 0.7865 0.7865 0.7822 0.7893
PP 0.7772 0.7772 0.7772 0.7786
S1 0.7716 0.7716 0.7795 0.7744
S2 0.7623 0.7623 0.7781
S3 0.7474 0.7567 0.7768
S4 0.7325 0.7418 0.7727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7828 0.7679 0.0149 1.9% 0.0031 0.4% 87% True False 55
10 0.7840 0.7679 0.0162 2.1% 0.0035 0.4% 80% False False 134
20 0.7963 0.7679 0.0285 3.6% 0.0036 0.5% 46% False False 101
40 0.8177 0.7679 0.0498 6.4% 0.0035 0.4% 26% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8002
2.618 0.7935
1.618 0.7894
1.000 0.7869
0.618 0.7853
HIGH 0.7828
0.618 0.7812
0.500 0.7808
0.382 0.7803
LOW 0.7787
0.618 0.7762
1.000 0.7746
1.618 0.7721
2.618 0.7680
4.250 0.7613
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 0.7808 0.7796
PP 0.7808 0.7784
S1 0.7808 0.7771

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

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