CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 0.7787 0.7801 0.0014 0.2% 0.7684
High 0.7828 0.7808 -0.0020 -0.3% 0.7828
Low 0.7787 0.7778 -0.0009 -0.1% 0.7679
Close 0.7809 0.7806 -0.0003 0.0% 0.7809
Range 0.0041 0.0030 -0.0011 -26.8% 0.0149
ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000
Volume 73 12 -61 -83.6% 278
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7887 0.7877 0.7823
R3 0.7857 0.7847 0.7814
R2 0.7827 0.7827 0.7812
R1 0.7817 0.7817 0.7809 0.7822
PP 0.7797 0.7797 0.7797 0.7800
S1 0.7787 0.7787 0.7803 0.7792
S2 0.7767 0.7767 0.7801
S3 0.7737 0.7757 0.7798
S4 0.7707 0.7727 0.7790
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 0.7683 0.0146 1.9% 0.0032 0.4% 85% False False 50
10 0.7828 0.7679 0.0150 1.9% 0.0037 0.5% 85% False False 133
20 0.7904 0.7679 0.0226 2.9% 0.0035 0.4% 57% False False 97
40 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 26% False False 78
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 0.7936
2.618 0.7887
1.618 0.7857
1.000 0.7838
0.618 0.7827
HIGH 0.7808
0.618 0.7797
0.500 0.7793
0.382 0.7789
LOW 0.7778
0.618 0.7759
1.000 0.7748
1.618 0.7729
2.618 0.7699
4.250 0.7651
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 0.7802 0.7804
PP 0.7797 0.7801
S1 0.7793 0.7799

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

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