CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 0.8022 0.7987 -0.0035 -0.4% 0.7971
High 0.8022 0.7995 -0.0027 -0.3% 0.8044
Low 0.7976 0.7950 -0.0026 -0.3% 0.7971
Close 0.7993 0.7981 -0.0012 -0.2% 0.8020
Range 0.0046 0.0045 -0.0001 -1.1% 0.0073
ATR 0.0051 0.0051 0.0000 -0.9% 0.0000
Volume 150 197 47 31.3% 517
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8110 0.8090 0.8005
R3 0.8065 0.8045 0.7993
R2 0.8020 0.8020 0.7989
R1 0.8000 0.8000 0.7985 0.7988
PP 0.7975 0.7975 0.7975 0.7969
S1 0.7955 0.7955 0.7976 0.7943
S2 0.7930 0.7930 0.7972
S3 0.7885 0.7910 0.7968
S4 0.7840 0.7865 0.7956
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8231 0.8198 0.8060
R3 0.8158 0.8125 0.8040
R2 0.8085 0.8085 0.8033
R1 0.8052 0.8052 0.8026 0.8068
PP 0.8012 0.8012 0.8012 0.8020
S1 0.7979 0.7979 0.8013 0.7995
S2 0.7938 0.7938 0.8006
S3 0.7865 0.7906 0.7999
S4 0.7792 0.7833 0.7979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8044 0.7950 0.0095 1.2% 0.0040 0.5% 33% False True 141
10 0.8044 0.7948 0.0096 1.2% 0.0037 0.5% 34% False False 109
20 0.8200 0.7948 0.0252 3.2% 0.0047 0.6% 13% False False 96
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8186
2.618 0.8112
1.618 0.8067
1.000 0.8039
0.618 0.8022
HIGH 0.7995
0.618 0.7977
0.500 0.7972
0.382 0.7967
LOW 0.7950
0.618 0.7922
1.000 0.7905
1.618 0.7877
2.618 0.7832
4.250 0.7758
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 0.7978 0.7991
PP 0.7975 0.7988
S1 0.7972 0.7984

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

View Archives - Comment on this page... - Back to Index of Symbols