CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 0.8014 0.7967 -0.0047 -0.6% 0.7948
High 0.8035 0.7985 -0.0050 -0.6% 0.8035
Low 0.7960 0.7909 -0.0051 -0.6% 0.7908
Close 0.7970 0.7913 -0.0057 -0.7% 0.7970
Range 0.0075 0.0076 0.0001 1.3% 0.0127
ATR 0.0063 0.0064 0.0001 1.5% 0.0000
Volume 67,266 80,200 12,934 19.2% 343,183
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8163 0.8114 0.7955
R3 0.8087 0.8038 0.7934
R2 0.8011 0.8011 0.7927
R1 0.7962 0.7962 0.7920 0.7949
PP 0.7935 0.7935 0.7935 0.7929
S1 0.7886 0.7886 0.7906 0.7873
S2 0.7859 0.7859 0.7899
S3 0.7783 0.7810 0.7892
S4 0.7707 0.7734 0.7871
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8350 0.8287 0.8040
R3 0.8224 0.8160 0.8005
R2 0.8097 0.8097 0.7993
R1 0.8034 0.8034 0.7982 0.8066
PP 0.7971 0.7971 0.7971 0.7987
S1 0.7907 0.7907 0.7958 0.7939
S2 0.7844 0.7844 0.7947
S3 0.7718 0.7781 0.7935
S4 0.7591 0.7654 0.7900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8035 0.7908 0.0127 1.6% 0.0067 0.8% 4% False False 72,871
10 0.8035 0.7881 0.0154 1.9% 0.0061 0.8% 21% False False 86,641
20 0.8168 0.7881 0.0288 3.6% 0.0063 0.8% 11% False False 88,083
40 0.8168 0.7802 0.0366 4.6% 0.0062 0.8% 30% False False 81,063
60 0.8168 0.7753 0.0416 5.3% 0.0059 0.7% 39% False False 61,419
80 0.8168 0.7753 0.0416 5.3% 0.0056 0.7% 39% False False 46,131
100 0.8168 0.7753 0.0416 5.3% 0.0053 0.7% 39% False False 36,929
120 0.8290 0.7753 0.0537 6.8% 0.0056 0.7% 30% False False 30,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8308
2.618 0.8183
1.618 0.8107
1.000 0.8061
0.618 0.8031
HIGH 0.7985
0.618 0.7955
0.500 0.7947
0.382 0.7938
LOW 0.7909
0.618 0.7862
1.000 0.7832
1.618 0.7786
2.618 0.7710
4.250 0.7585
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 0.7947 0.7972
PP 0.7935 0.7952
S1 0.7924 0.7933

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

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