CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 0.7795 0.7805 0.0011 0.1% 0.7801
High 0.7808 0.7858 0.0050 0.6% 0.7820
Low 0.7765 0.7805 0.0041 0.5% 0.7769
Close 0.7765 0.7844 0.0079 1.0% 0.7788
Range 0.0044 0.0052 0.0009 20.7% 0.0052
ATR 0.0041 0.0045 0.0004 9.1% 0.0000
Volume 56 409 353 630.4% 179
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7993 0.7971 0.7872
R3 0.7940 0.7918 0.7858
R2 0.7888 0.7888 0.7853
R1 0.7866 0.7866 0.7848 0.7877
PP 0.7835 0.7835 0.7835 0.7841
S1 0.7813 0.7813 0.7839 0.7824
S2 0.7783 0.7783 0.7834
S3 0.7730 0.7761 0.7829
S4 0.7678 0.7708 0.7815
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7947 0.7919 0.7816
R3 0.7895 0.7867 0.7802
R2 0.7844 0.7844 0.7797
R1 0.7816 0.7816 0.7792 0.7804
PP 0.7792 0.7792 0.7792 0.7786
S1 0.7764 0.7764 0.7783 0.7752
S2 0.7740 0.7740 0.7778
S3 0.7689 0.7712 0.7773
S4 0.7637 0.7661 0.7759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7858 0.7765 0.0093 1.2% 0.0037 0.5% 85% True False 126
10 0.7858 0.7683 0.0175 2.2% 0.0035 0.4% 92% True False 88
20 0.7858 0.7679 0.0179 2.3% 0.0035 0.4% 92% True False 109
40 0.8077 0.7679 0.0399 5.1% 0.0037 0.5% 41% False False 93
60 0.8177 0.7679 0.0498 6.3% 0.0035 0.4% 33% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8081
2.618 0.7995
1.618 0.7942
1.000 0.7910
0.618 0.7890
HIGH 0.7858
0.618 0.7837
0.500 0.7831
0.382 0.7825
LOW 0.7805
0.618 0.7773
1.000 0.7753
1.618 0.7720
2.618 0.7668
4.250 0.7582
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 0.7839 0.7833
PP 0.7835 0.7822
S1 0.7831 0.7811

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

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