CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 12-Feb-2018
Day Change Summary
Previous Current
09-Feb-2018 12-Feb-2018 Change Change % Previous Week
Open 0.7942 0.7948 0.0005 0.1% 0.8038
High 0.7965 0.7968 0.0003 0.0% 0.8070
Low 0.7881 0.7925 0.0044 0.6% 0.7881
Close 0.7931 0.7931 0.0000 0.0% 0.7931
Range 0.0084 0.0043 -0.0041 -48.8% 0.0190
ATR 0.0063 0.0062 -0.0001 -2.3% 0.0000
Volume 131,444 59,024 -72,420 -55.1% 543,717
Daily Pivots for day following 12-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8070 0.8043 0.7954
R3 0.8027 0.8000 0.7942
R2 0.7984 0.7984 0.7938
R1 0.7957 0.7957 0.7934 0.7949
PP 0.7941 0.7941 0.7941 0.7937
S1 0.7914 0.7914 0.7927 0.7906
S2 0.7898 0.7898 0.7923
S3 0.7855 0.7871 0.7919
S4 0.7812 0.7828 0.7907
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8529 0.8420 0.8035
R3 0.8340 0.8230 0.7983
R2 0.8150 0.8150 0.7966
R1 0.8041 0.8041 0.7948 0.8001
PP 0.7961 0.7961 0.7961 0.7941
S1 0.7851 0.7851 0.7914 0.7811
S2 0.7771 0.7771 0.7896
S3 0.7582 0.7662 0.7879
S4 0.7392 0.7472 0.7827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8008 0.7881 0.0127 1.6% 0.0054 0.7% 39% False False 100,410
10 0.8168 0.7881 0.0288 3.6% 0.0065 0.8% 17% False False 96,205
20 0.8168 0.7881 0.0288 3.6% 0.0063 0.8% 17% False False 90,179
40 0.8168 0.7753 0.0416 5.2% 0.0060 0.8% 43% False False 79,927
60 0.8168 0.7753 0.0416 5.2% 0.0057 0.7% 43% False False 55,373
80 0.8168 0.7753 0.0416 5.2% 0.0055 0.7% 43% False False 41,585
100 0.8200 0.7753 0.0448 5.6% 0.0053 0.7% 40% False False 33,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8150
2.618 0.8080
1.618 0.8037
1.000 0.8010
0.618 0.7994
HIGH 0.7968
0.618 0.7951
0.500 0.7946
0.382 0.7941
LOW 0.7925
0.618 0.7898
1.000 0.7882
1.618 0.7855
2.618 0.7812
4.250 0.7742
Fisher Pivots for day following 12-Feb-2018
Pivot 1 day 3 day
R1 0.7946 0.7929
PP 0.7941 0.7928
S1 0.7936 0.7927

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

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