CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 0.7718 0.7660 -0.0058 -0.7% 0.7805
High 0.7725 0.7665 -0.0060 -0.8% 0.7811
Low 0.7653 0.7633 -0.0020 -0.3% 0.7633
Close 0.7659 0.7636 -0.0023 -0.3% 0.7636
Range 0.0072 0.0032 -0.0040 -55.6% 0.0178
ATR 0.0062 0.0059 -0.0002 -3.4% 0.0000
Volume 101,490 33,414 -68,076 -67.1% 391,267
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7740 0.7720 0.7654
R3 0.7708 0.7688 0.7645
R2 0.7676 0.7676 0.7642
R1 0.7656 0.7656 0.7639 0.7650
PP 0.7644 0.7644 0.7644 0.7641
S1 0.7624 0.7624 0.7633 0.7618
S2 0.7612 0.7612 0.7630
S3 0.7580 0.7592 0.7627
S4 0.7548 0.7560 0.7618
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8229 0.8111 0.7734
R3 0.8050 0.7932 0.7685
R2 0.7872 0.7872 0.7669
R1 0.7754 0.7754 0.7652 0.7724
PP 0.7693 0.7693 0.7693 0.7678
S1 0.7575 0.7575 0.7620 0.7545
S2 0.7515 0.7515 0.7603
S3 0.7336 0.7397 0.7587
S4 0.7158 0.7218 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7811 0.7633 0.0178 2.3% 0.0051 0.7% 2% False True 78,253
10 0.7811 0.7633 0.0178 2.3% 0.0059 0.8% 2% False True 85,742
20 0.8035 0.7633 0.0402 5.3% 0.0060 0.8% 1% False True 83,449
40 0.8168 0.7633 0.0535 7.0% 0.0061 0.8% 1% False True 84,388
60 0.8168 0.7633 0.0535 7.0% 0.0060 0.8% 1% False True 81,157
80 0.8168 0.7633 0.0535 7.0% 0.0059 0.8% 1% False True 65,093
100 0.8168 0.7633 0.0535 7.0% 0.0056 0.7% 1% False True 52,122
120 0.8168 0.7633 0.0535 7.0% 0.0054 0.7% 1% False True 43,454
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7800
2.618 0.7748
1.618 0.7716
1.000 0.7696
0.618 0.7684
HIGH 0.7665
0.618 0.7652
0.500 0.7649
0.382 0.7645
LOW 0.7633
0.618 0.7613
1.000 0.7601
1.618 0.7581
2.618 0.7549
4.250 0.7497
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 0.7649 0.7686
PP 0.7644 0.7670
S1 0.7640 0.7653

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

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