CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 0.8079 0.8117 0.0038 0.5% 0.8017
High 0.8139 0.8127 -0.0013 -0.2% 0.8146
Low 0.8074 0.8094 0.0020 0.2% 0.8007
Close 0.8122 0.8120 -0.0002 0.0% 0.8122
Range 0.0065 0.0033 -0.0033 -50.0% 0.0139
ATR 0.0061 0.0059 -0.0002 -3.4% 0.0000
Volume 82,772 65,927 -16,845 -20.4% 405,931
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8211 0.8198 0.8137
R3 0.8178 0.8165 0.8128
R2 0.8146 0.8146 0.8125
R1 0.8133 0.8133 0.8122 0.8139
PP 0.8113 0.8113 0.8113 0.8117
S1 0.8100 0.8100 0.8117 0.8107
S2 0.8081 0.8081 0.8114
S3 0.8048 0.8068 0.8111
S4 0.8016 0.8035 0.8102
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8510 0.8455 0.8198
R3 0.8370 0.8316 0.8160
R2 0.8231 0.8231 0.8147
R1 0.8176 0.8176 0.8134 0.8204
PP 0.8091 0.8091 0.8091 0.8105
S1 0.8037 0.8037 0.8109 0.8064
S2 0.7952 0.7952 0.8096
S3 0.7812 0.7897 0.8083
S4 0.7673 0.7758 0.8045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8146 0.8011 0.0136 1.7% 0.0058 0.7% 80% False False 87,051
10 0.8146 0.7979 0.0168 2.1% 0.0061 0.8% 84% False False 84,153
20 0.8146 0.7949 0.0198 2.4% 0.0060 0.7% 87% False False 81,269
40 0.8146 0.7753 0.0394 4.8% 0.0059 0.7% 93% False False 58,902
60 0.8146 0.7753 0.0394 4.8% 0.0053 0.7% 93% False False 39,380
80 0.8146 0.7753 0.0394 4.8% 0.0051 0.6% 93% False False 29,573
100 0.8290 0.7753 0.0537 6.6% 0.0054 0.7% 68% False False 23,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8265
2.618 0.8212
1.618 0.8179
1.000 0.8159
0.618 0.8147
HIGH 0.8127
0.618 0.8114
0.500 0.8110
0.382 0.8106
LOW 0.8094
0.618 0.8074
1.000 0.8062
1.618 0.8041
2.618 0.8009
4.250 0.7956
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 0.8116 0.8116
PP 0.8113 0.8113
S1 0.8110 0.8110

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.