CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 0.8031 0.8022 -0.0008 -0.1% 0.8022
High 0.8039 0.8022 -0.0016 -0.2% 0.8039
Low 0.8012 0.7928 -0.0084 -1.0% 0.7928
Close 0.8016 0.7928 -0.0088 -1.1% 0.7928
Range 0.0027 0.0095 0.0068 250.0% 0.0111
ATR 0.0049 0.0052 0.0003 6.6% 0.0000
Volume 27 337 310 1,148.1% 862
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8243 0.8180 0.7980
R3 0.8148 0.8085 0.7954
R2 0.8054 0.8054 0.7945
R1 0.7991 0.7991 0.7937 0.7975
PP 0.7959 0.7959 0.7959 0.7951
S1 0.7896 0.7896 0.7919 0.7881
S2 0.7865 0.7865 0.7911
S3 0.7770 0.7802 0.7902
S4 0.7676 0.7707 0.7876
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8298 0.8224 0.7989
R3 0.8187 0.8113 0.7959
R2 0.8076 0.8076 0.7948
R1 0.8002 0.8002 0.7938 0.7983
PP 0.7965 0.7965 0.7965 0.7955
S1 0.7891 0.7891 0.7918 0.7872
S2 0.7854 0.7854 0.7908
S3 0.7743 0.7780 0.7897
S4 0.7632 0.7669 0.7867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7928 0.0111 1.4% 0.0051 0.6% 0% False True 172
10 0.8044 0.7928 0.0117 1.5% 0.0040 0.5% 0% False True 137
20 0.8125 0.7928 0.0197 2.5% 0.0045 0.6% 0% False True 114
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 False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8424
2.618 0.8269
1.618 0.8175
1.000 0.8117
0.618 0.8080
HIGH 0.8022
0.618 0.7986
0.500 0.7975
0.382 0.7964
LOW 0.7928
0.618 0.7869
1.000 0.7833
1.618 0.7775
2.618 0.7680
4.250 0.7526
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 0.7975 0.7983
PP 0.7959 0.7965
S1 0.7944 0.7946

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

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