CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 0.7948 0.7951 0.0004 0.0% 0.8038
High 0.7968 0.7960 -0.0007 -0.1% 0.8070
Low 0.7925 0.7923 -0.0002 0.0% 0.7881
Close 0.7931 0.7945 0.0014 0.2% 0.7931
Range 0.0043 0.0037 -0.0006 -13.9% 0.0190
ATR 0.0062 0.0060 -0.0002 -2.9% 0.0000
Volume 59,024 63,136 4,112 7.0% 543,717
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8054 0.8036 0.7965
R3 0.8017 0.7999 0.7955
R2 0.7980 0.7980 0.7951
R1 0.7962 0.7962 0.7948 0.7952
PP 0.7943 0.7943 0.7943 0.7938
S1 0.7925 0.7925 0.7941 0.7915
S2 0.7905 0.7905 0.7938
S3 0.7868 0.7888 0.7934
S4 0.7831 0.7851 0.7924
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 0.8006 0.7881 0.0126 1.6% 0.0052 0.7% 51% False False 87,707
10 0.8168 0.7881 0.0288 3.6% 0.0064 0.8% 22% False False 96,277
20 0.8168 0.7881 0.0288 3.6% 0.0062 0.8% 22% False False 88,297
40 0.8168 0.7753 0.0416 5.2% 0.0059 0.7% 46% False False 79,647
60 0.8168 0.7753 0.0416 5.2% 0.0057 0.7% 46% False False 56,420
80 0.8168 0.7753 0.0416 5.2% 0.0054 0.7% 46% False False 42,373
100 0.8168 0.7753 0.0416 5.2% 0.0052 0.7% 46% False False 33,918
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8117
2.618 0.8057
1.618 0.8020
1.000 0.7997
0.618 0.7983
HIGH 0.7960
0.618 0.7946
0.500 0.7942
0.382 0.7937
LOW 0.7923
0.618 0.7900
1.000 0.7886
1.618 0.7863
2.618 0.7826
4.250 0.7766
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 0.7944 0.7938
PP 0.7943 0.7931
S1 0.7942 0.7924

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

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