CME Canadian Dollar Future September 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 0.7665 0.7670 0.0005 0.1% 0.7834
High 0.7689 0.7683 -0.0006 -0.1% 0.7839
Low 0.7650 0.7667 0.0017 0.2% 0.7665
Close 0.7687 0.7672 -0.0016 -0.2% 0.7665
Range 0.0039 0.0016 -0.0023 -58.4% 0.0173
ATR 0.0049 0.0047 -0.0002 -4.2% 0.0000
Volume 74 35 -39 -52.7% 796
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7722 0.7713 0.7680
R3 0.7706 0.7697 0.7676
R2 0.7690 0.7690 0.7674
R1 0.7681 0.7681 0.7673 0.7685
PP 0.7674 0.7674 0.7674 0.7676
S1 0.7665 0.7665 0.7670 0.7669
S2 0.7658 0.7658 0.7669
S3 0.7642 0.7649 0.7667
S4 0.7626 0.7633 0.7663
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8243 0.8128 0.7760
R3 0.8070 0.7954 0.7713
R2 0.7896 0.7896 0.7697
R1 0.7781 0.7781 0.7681 0.7752
PP 0.7723 0.7723 0.7723 0.7708
S1 0.7607 0.7607 0.7649 0.7578
S2 0.7549 0.7549 0.7633
S3 0.7376 0.7434 0.7617
S4 0.7202 0.7260 0.7570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7650 0.0115 1.5% 0.0032 0.4% 19% False False 116
10 0.7839 0.7650 0.0189 2.5% 0.0041 0.5% 11% False False 114
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7751
2.618 0.7725
1.618 0.7709
1.000 0.7699
0.618 0.7693
HIGH 0.7683
0.618 0.7677
0.500 0.7675
0.382 0.7673
LOW 0.7667
0.618 0.7657
1.000 0.7651
1.618 0.7641
2.618 0.7625
4.250 0.7599
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.7675 0.7671
PP 0.7674 0.7671
S1 0.7673 0.7671

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

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