CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 0.7801 0.7809 0.0008 0.1% 0.7684
High 0.7808 0.7820 0.0012 0.2% 0.7828
Low 0.7778 0.7790 0.0012 0.2% 0.7679
Close 0.7806 0.7800 -0.0007 -0.1% 0.7809
Range 0.0030 0.0030 0.0000 0.0% 0.0149
ATR 0.0044 0.0043 -0.0001 -2.2% 0.0000
Volume 12 33 21 175.0% 278
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7893 0.7876 0.7816
R3 0.7863 0.7846 0.7808
R2 0.7833 0.7833 0.7805
R1 0.7816 0.7816 0.7802 0.7810
PP 0.7803 0.7803 0.7803 0.7800
S1 0.7786 0.7786 0.7797 0.7780
S2 0.7773 0.7773 0.7794
S3 0.7743 0.7756 0.7791
S4 0.7713 0.7726 0.7783
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 0.7715 0.0114 1.5% 0.0037 0.5% 75% False False 55
10 0.7828 0.7679 0.0150 1.9% 0.0032 0.4% 81% False False 115
20 0.7863 0.7679 0.0185 2.4% 0.0035 0.4% 66% False False 96
40 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 24% False False 79
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7948
2.618 0.7899
1.618 0.7869
1.000 0.7850
0.618 0.7839
HIGH 0.7820
0.618 0.7809
0.500 0.7805
0.382 0.7801
LOW 0.7790
0.618 0.7771
1.000 0.7760
1.618 0.7741
2.618 0.7711
4.250 0.7662
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 0.7805 0.7803
PP 0.7803 0.7802
S1 0.7801 0.7801

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

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