CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 0.7997 0.8033 0.0036 0.4% 0.8105
High 0.8018 0.8035 0.0017 0.2% 0.8125
Low 0.7985 0.8008 0.0023 0.3% 0.7989
Close 0.8013 0.8022 0.0010 0.1% 0.8029
Range 0.0033 0.0027 -0.0006 -19.4% 0.0136
ATR 0.0064 0.0061 -0.0003 -4.1% 0.0000
Volume 45 49 4 8.9% 585
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8103 0.8089 0.8037
R3 0.8076 0.8062 0.8029
R2 0.8049 0.8049 0.8027
R1 0.8035 0.8035 0.8024 0.8029
PP 0.8022 0.8022 0.8022 0.8018
S1 0.8008 0.8008 0.8020 0.8002
S2 0.7995 0.7995 0.8017
S3 0.7968 0.7981 0.8015
S4 0.7941 0.7954 0.8007
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8454 0.8377 0.8103
R3 0.8318 0.8241 0.8066
R2 0.8183 0.8183 0.8053
R1 0.8106 0.8106 0.8041 0.8077
PP 0.8047 0.8047 0.8047 0.8033
S1 0.7970 0.7970 0.8016 0.7941
S2 0.7912 0.7912 0.8004
S3 0.7776 0.7835 0.7991
S4 0.7641 0.7699 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8060 0.7985 0.0075 0.9% 0.0042 0.5% 50% False False 88
10 0.8161 0.7985 0.0176 2.2% 0.0048 0.6% 21% False False 77
20 0.8290 0.7985 0.0305 3.8% 0.0059 0.7% 12% False False 90
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8150
2.618 0.8106
1.618 0.8079
1.000 0.8062
0.618 0.8052
HIGH 0.8035
0.618 0.8025
0.500 0.8022
0.382 0.8018
LOW 0.8008
0.618 0.7991
1.000 0.7981
1.618 0.7964
2.618 0.7937
4.250 0.7893
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 0.8022 0.8018
PP 0.8022 0.8014
S1 0.8022 0.8010

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

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