CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 0.7660 0.7636 -0.0024 -0.3% 0.7805
High 0.7665 0.7665 0.0000 0.0% 0.7811
Low 0.7633 0.7620 -0.0013 -0.2% 0.7633
Close 0.7636 0.7659 0.0023 0.3% 0.7636
Range 0.0032 0.0045 0.0013 40.6% 0.0178
ATR 0.0059 0.0058 -0.0001 -1.7% 0.0000
Volume 33,414 7,437 -25,977 -77.7% 391,267
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7783 0.7766 0.7684
R3 0.7738 0.7721 0.7671
R2 0.7693 0.7693 0.7667
R1 0.7676 0.7676 0.7663 0.7684
PP 0.7648 0.7648 0.7648 0.7652
S1 0.7631 0.7631 0.7655 0.7639
S2 0.7603 0.7603 0.7651
S3 0.7558 0.7586 0.7647
S4 0.7513 0.7541 0.7634
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 0.7795 0.7620 0.0175 2.3% 0.0055 0.7% 23% False True 67,406
10 0.7811 0.7620 0.0191 2.5% 0.0056 0.7% 21% False True 78,251
20 0.7985 0.7620 0.0365 4.8% 0.0059 0.8% 11% False True 80,457
40 0.8168 0.7620 0.0548 7.2% 0.0060 0.8% 7% False True 83,180
60 0.8168 0.7620 0.0548 7.2% 0.0060 0.8% 7% False True 80,320
80 0.8168 0.7620 0.0548 7.2% 0.0059 0.8% 7% False True 65,180
100 0.8168 0.7620 0.0548 7.2% 0.0056 0.7% 7% False True 52,195
120 0.8168 0.7620 0.0548 7.2% 0.0054 0.7% 7% False True 43,516
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7856
2.618 0.7782
1.618 0.7737
1.000 0.7709
0.618 0.7692
HIGH 0.7665
0.618 0.7647
0.500 0.7642
0.382 0.7637
LOW 0.7620
0.618 0.7592
1.000 0.7575
1.618 0.7547
2.618 0.7502
4.250 0.7428
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.7653 0.7672
PP 0.7648 0.7668
S1 0.7642 0.7663

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

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