CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 0.8215 0.8200 -0.0015 -0.2% 0.8110
High 0.8246 0.8228 -0.0019 -0.2% 0.8290
Low 0.8190 0.8175 -0.0015 -0.2% 0.8061
Close 0.8200 0.8207 0.0006 0.1% 0.8236
Range 0.0056 0.0052 -0.0004 -6.3% 0.0229
ATR 0.0000 0.0072 0.0072 0.0000
Volume 73 106 33 45.2% 614
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8360 0.8336 0.8235
R3 0.8308 0.8283 0.8221
R2 0.8255 0.8255 0.8216
R1 0.8231 0.8231 0.8211 0.8243
PP 0.8203 0.8203 0.8203 0.8209
S1 0.8179 0.8179 0.8202 0.8191
S2 0.8151 0.8151 0.8197
S3 0.8098 0.8126 0.8192
S4 0.8046 0.8074 0.8178
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8882 0.8788 0.8361
R3 0.8653 0.8559 0.8298
R2 0.8424 0.8424 0.8277
R1 0.8330 0.8330 0.8256 0.8377
PP 0.8195 0.8195 0.8195 0.8219
S1 0.8101 0.8101 0.8215 0.8148
S2 0.7966 0.7966 0.8194
S3 0.7737 0.7872 0.8173
S4 0.7508 0.7643 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8290 0.8175 0.0114 1.4% 0.0057 0.7% 28% False True 107
10 0.8290 0.7914 0.0375 4.6% 0.0076 0.9% 78% False False 106
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8451
2.618 0.8365
1.618 0.8312
1.000 0.8280
0.618 0.8260
HIGH 0.8228
0.618 0.8207
0.500 0.8201
0.382 0.8195
LOW 0.8175
0.618 0.8143
1.000 0.8123
1.618 0.8090
2.618 0.8038
4.250 0.7952
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 0.8205 0.8225
PP 0.8203 0.8219
S1 0.8201 0.8213

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

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