CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 0.7784 0.7810 0.0026 0.3% 0.7665
High 0.7810 0.7826 0.0016 0.2% 0.7821
Low 0.7771 0.7782 0.0011 0.1% 0.7650
Close 0.7796 0.7790 -0.0006 -0.1% 0.7798
Range 0.0039 0.0044 0.0005 12.8% 0.0171
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 178 53 -125 -70.2% 436
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7931 0.7904 0.7814
R3 0.7887 0.7860 0.7802
R2 0.7843 0.7843 0.7798
R1 0.7816 0.7816 0.7794 0.7808
PP 0.7799 0.7799 0.7799 0.7795
S1 0.7772 0.7772 0.7785 0.7764
S2 0.7755 0.7755 0.7781
S3 0.7711 0.7728 0.7777
S4 0.7667 0.7684 0.7765
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8268 0.8203 0.7892
R3 0.8097 0.8033 0.7845
R2 0.7927 0.7927 0.7829
R1 0.7862 0.7862 0.7814 0.7895
PP 0.7756 0.7756 0.7756 0.7772
S1 0.7692 0.7692 0.7782 0.7724
S2 0.7586 0.7586 0.7767
S3 0.7415 0.7521 0.7751
S4 0.7245 0.7351 0.7704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7826 0.7688 0.0138 1.8% 0.0060 0.8% 74% True False 111
10 0.7826 0.7650 0.0176 2.3% 0.0046 0.6% 79% True False 114
20 0.7861 0.7650 0.0211 2.7% 0.0048 0.6% 66% False False 126
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.7941
1.618 0.7897
1.000 0.7869
0.618 0.7853
HIGH 0.7826
0.618 0.7809
0.500 0.7804
0.382 0.7798
LOW 0.7782
0.618 0.7754
1.000 0.7738
1.618 0.7710
2.618 0.7666
4.250 0.7595
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 0.7804 0.7792
PP 0.7799 0.7791
S1 0.7794 0.7790

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

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