CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 18-Oct-2017
Day Change Summary
Previous Current
17-Oct-2017 18-Oct-2017 Change Change % Previous Week
Open 0.7987 0.7994 0.0007 0.1% 0.7971
High 0.7995 0.8035 0.0040 0.5% 0.8044
Low 0.7950 0.7990 0.0040 0.5% 0.7971
Close 0.7981 0.8031 0.0050 0.6% 0.8020
Range 0.0045 0.0045 0.0000 -1.1% 0.0073
ATR 0.0051 0.0051 0.0000 0.5% 0.0000
Volume 197 151 -46 -23.4% 517
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8152 0.8136 0.8055
R3 0.8107 0.8091 0.8043
R2 0.8063 0.8063 0.8039
R1 0.8047 0.8047 0.8035 0.8055
PP 0.8018 0.8018 0.8018 0.8022
S1 0.8002 0.8002 0.8026 0.8010
S2 0.7974 0.7974 0.8022
S3 0.7929 0.7958 0.8018
S4 0.7885 0.7913 0.8006
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% 0.0041 0.5% 86% False False 156
10 0.8044 0.7948 0.0096 1.2% 0.0039 0.5% 86% False False 119
20 0.8161 0.7948 0.0213 2.6% 0.0043 0.5% 39% False False 98
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8224
2.618 0.8151
1.618 0.8107
1.000 0.8079
0.618 0.8062
HIGH 0.8035
0.618 0.8018
0.500 0.8012
0.382 0.8007
LOW 0.7990
0.618 0.7962
1.000 0.7946
1.618 0.7918
2.618 0.7873
4.250 0.7801
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 0.8024 0.8018
PP 0.8018 0.8005
S1 0.8012 0.7992

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

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