CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 0.7762 0.7782 0.0021 0.3% 0.7784
High 0.7792 0.7790 -0.0002 0.0% 0.7826
Low 0.7758 0.7750 -0.0008 -0.1% 0.7758
Close 0.7776 0.7754 -0.0022 -0.3% 0.7776
Range 0.0034 0.0040 0.0006 17.6% 0.0068
ATR 0.0049 0.0048 -0.0001 -1.3% 0.0000
Volume 117 31 -86 -73.5% 407
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7885 0.7859 0.7776
R3 0.7845 0.7819 0.7765
R2 0.7805 0.7805 0.7761
R1 0.7779 0.7779 0.7757 0.7772
PP 0.7765 0.7765 0.7765 0.7761
S1 0.7739 0.7739 0.7750 0.7732
S2 0.7725 0.7725 0.7746
S3 0.7685 0.7699 0.7743
S4 0.7645 0.7659 0.7732
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7989 0.7950 0.7813
R3 0.7921 0.7882 0.7794
R2 0.7854 0.7854 0.7788
R1 0.7815 0.7815 0.7782 0.7801
PP 0.7786 0.7786 0.7786 0.7779
S1 0.7747 0.7747 0.7769 0.7733
S2 0.7719 0.7719 0.7763
S3 0.7651 0.7680 0.7757
S4 0.7584 0.7612 0.7738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7826 0.7750 0.0076 1.0% 0.0038 0.5% 5% False True 87
10 0.7826 0.7650 0.0176 2.3% 0.0046 0.6% 59% False False 87
20 0.7839 0.7650 0.0189 2.4% 0.0047 0.6% 55% False False 105
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7960
2.618 0.7895
1.618 0.7855
1.000 0.7830
0.618 0.7815
HIGH 0.7790
0.618 0.7775
0.500 0.7770
0.382 0.7765
LOW 0.7750
0.618 0.7725
1.000 0.7710
1.618 0.7685
2.618 0.7645
4.250 0.7580
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 0.7770 0.7772
PP 0.7765 0.7766
S1 0.7759 0.7760

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

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