CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 0.8109 0.8110 0.0001 0.0% 0.8017
High 0.8128 0.8168 0.0040 0.5% 0.8146
Low 0.8082 0.8103 0.0020 0.3% 0.8007
Close 0.8119 0.8133 0.0014 0.2% 0.8122
Range 0.0046 0.0066 0.0020 42.4% 0.0139
ATR 0.0058 0.0059 0.0001 0.9% 0.0000
Volume 62,415 103,444 41,029 65.7% 405,931
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8331 0.8297 0.8169
R3 0.8265 0.8232 0.8151
R2 0.8200 0.8200 0.8145
R1 0.8166 0.8166 0.8139 0.8183
PP 0.8134 0.8134 0.8134 0.8143
S1 0.8101 0.8101 0.8126 0.8118
S2 0.8069 0.8069 0.8120
S3 0.8003 0.8035 0.8114
S4 0.7938 0.7970 0.8096
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 0.8168 0.8074 0.0094 1.2% 0.0056 0.7% 62% True False 86,118
10 0.8168 0.8000 0.0168 2.1% 0.0056 0.7% 79% True False 76,773
20 0.8168 0.7949 0.0220 2.7% 0.0061 0.8% 84% True False 82,656
40 0.8168 0.7753 0.0416 5.1% 0.0057 0.7% 91% True False 62,955
60 0.8168 0.7753 0.0416 5.1% 0.0054 0.7% 91% True False 42,141
80 0.8168 0.7753 0.0416 5.1% 0.0051 0.6% 91% True False 31,645
100 0.8290 0.7753 0.0537 6.6% 0.0053 0.6% 71% False False 25,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8446
2.618 0.8339
1.618 0.8274
1.000 0.8234
0.618 0.8208
HIGH 0.8168
0.618 0.8143
0.500 0.8135
0.382 0.8128
LOW 0.8103
0.618 0.8062
1.000 0.8037
1.618 0.7997
2.618 0.7931
4.250 0.7824
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 0.8135 0.8130
PP 0.8134 0.8128
S1 0.8133 0.8125

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

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