CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 0.7967 0.7910 -0.0057 -0.7% 0.7948
High 0.7985 0.7924 -0.0061 -0.8% 0.8035
Low 0.7909 0.7875 -0.0034 -0.4% 0.7908
Close 0.7913 0.7887 -0.0027 -0.3% 0.7970
Range 0.0076 0.0049 -0.0028 -36.2% 0.0127
ATR 0.0064 0.0063 -0.0001 -1.7% 0.0000
Volume 80,200 77,259 -2,941 -3.7% 343,183
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8041 0.8012 0.7913
R3 0.7992 0.7964 0.7900
R2 0.7944 0.7944 0.7895
R1 0.7915 0.7915 0.7891 0.7905
PP 0.7895 0.7895 0.7895 0.7890
S1 0.7867 0.7867 0.7882 0.7857
S2 0.7847 0.7847 0.7878
S3 0.7798 0.7818 0.7873
S4 0.7750 0.7770 0.7860
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 0.7875 0.0160 2.0% 0.0069 0.9% 7% False True 75,696
10 0.8035 0.7875 0.0160 2.0% 0.0061 0.8% 7% False True 81,702
20 0.8168 0.7875 0.0293 3.7% 0.0064 0.8% 4% False True 88,710
40 0.8168 0.7828 0.0341 4.3% 0.0061 0.8% 17% False False 80,625
60 0.8168 0.7753 0.0416 5.3% 0.0059 0.7% 32% False False 62,702
80 0.8168 0.7753 0.0416 5.3% 0.0055 0.7% 32% False False 47,091
100 0.8168 0.7753 0.0416 5.3% 0.0053 0.7% 32% False False 37,699
120 0.8290 0.7753 0.0537 6.8% 0.0056 0.7% 25% False False 31,432
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8130
2.618 0.8050
1.618 0.8002
1.000 0.7972
0.618 0.7953
HIGH 0.7924
0.618 0.7905
0.500 0.7899
0.382 0.7894
LOW 0.7875
0.618 0.7845
1.000 0.7827
1.618 0.7797
2.618 0.7748
4.250 0.7669
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 0.7899 0.7955
PP 0.7895 0.7932
S1 0.7891 0.7909

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

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