CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 09-Mar-2018
Day Change Summary
Previous Current
08-Mar-2018 09-Mar-2018 Change Change % Previous Week
Open 0.7745 0.7759 0.0014 0.2% 0.7765
High 0.7772 0.7808 0.0036 0.5% 0.7808
Low 0.7717 0.7747 0.0030 0.4% 0.7693
Close 0.7746 0.7793 0.0048 0.6% 0.7793
Range 0.0055 0.0061 0.0005 9.0% 0.0115
ATR 0.0063 0.0063 0.0000 -0.1% 0.0000
Volume 92,537 91,198 -1,339 -1.4% 466,162
Daily Pivots for day following 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7964 0.7939 0.7826
R3 0.7904 0.7879 0.7810
R2 0.7843 0.7843 0.7804
R1 0.7818 0.7818 0.7799 0.7831
PP 0.7783 0.7783 0.7783 0.7789
S1 0.7758 0.7758 0.7787 0.7770
S2 0.7722 0.7722 0.7782
S3 0.7662 0.7697 0.7776
S4 0.7601 0.7637 0.7760
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8109 0.8066 0.7856
R3 0.7994 0.7951 0.7825
R2 0.7879 0.7879 0.7814
R1 0.7836 0.7836 0.7804 0.7858
PP 0.7764 0.7764 0.7764 0.7775
S1 0.7721 0.7721 0.7782 0.7743
S2 0.7649 0.7649 0.7772
S3 0.7534 0.7606 0.7761
S4 0.7419 0.7491 0.7730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7808 0.7693 0.0115 1.5% 0.0068 0.9% 87% True False 93,232
10 0.7929 0.7693 0.0237 3.0% 0.0063 0.8% 42% False False 88,788
20 0.8035 0.7693 0.0342 4.4% 0.0063 0.8% 29% False False 84,253
40 0.8168 0.7693 0.0476 6.1% 0.0063 0.8% 21% False False 86,996
60 0.8168 0.7693 0.0476 6.1% 0.0061 0.8% 21% False False 79,503
80 0.8168 0.7693 0.0476 6.1% 0.0058 0.7% 21% False False 60,232
100 0.8168 0.7693 0.0476 6.1% 0.0056 0.7% 21% False False 48,218
120 0.8217 0.7693 0.0525 6.7% 0.0055 0.7% 19% False False 40,196
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.7966
1.618 0.7905
1.000 0.7868
0.618 0.7845
HIGH 0.7808
0.618 0.7784
0.500 0.7777
0.382 0.7770
LOW 0.7747
0.618 0.7710
1.000 0.7687
1.618 0.7649
2.618 0.7589
4.250 0.7490
Fisher Pivots for day following 09-Mar-2018
Pivot 1 day 3 day
R1 0.7788 0.7779
PP 0.7783 0.7765
S1 0.7777 0.7750

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

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