CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 0.7636 0.7645 0.0009 0.1% 0.7805
High 0.7665 0.7659 -0.0006 -0.1% 0.7811
Low 0.7620 0.7642 0.0022 0.3% 0.7633
Close 0.7659 0.7643 -0.0016 -0.2% 0.7636
Range 0.0045 0.0017 -0.0028 -63.3% 0.0178
ATR 0.0058 0.0055 -0.0003 -5.1% 0.0000
Volume 7,437 146 -7,291 -98.0% 391,267
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7697 0.7687 0.7652
R3 0.7681 0.7670 0.7648
R2 0.7664 0.7664 0.7646
R1 0.7654 0.7654 0.7645 0.7651
PP 0.7648 0.7648 0.7648 0.7646
S1 0.7637 0.7637 0.7641 0.7634
S2 0.7631 0.7631 0.7640
S3 0.7615 0.7621 0.7638
S4 0.7598 0.7604 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 0.7740 0.7620 0.0120 1.6% 0.0040 0.5% 20% False False 45,803
10 0.7811 0.7620 0.0191 2.5% 0.0050 0.7% 12% False False 69,083
20 0.7929 0.7620 0.0310 4.0% 0.0056 0.7% 8% False False 76,455
40 0.8168 0.7620 0.0548 7.2% 0.0060 0.8% 4% False False 82,269
60 0.8168 0.7620 0.0548 7.2% 0.0060 0.8% 4% False False 79,527
80 0.8168 0.7620 0.0548 7.2% 0.0058 0.8% 4% False False 65,178
100 0.8168 0.7620 0.0548 7.2% 0.0056 0.7% 4% False False 52,195
120 0.8168 0.7620 0.0548 7.2% 0.0054 0.7% 4% False False 43,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7702
1.618 0.7685
1.000 0.7675
0.618 0.7669
HIGH 0.7659
0.618 0.7652
0.500 0.7650
0.382 0.7648
LOW 0.7642
0.618 0.7632
1.000 0.7626
1.618 0.7615
2.618 0.7599
4.250 0.7572
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.7650 0.7643
PP 0.7648 0.7642
S1 0.7645 0.7642

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

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