CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 0.7782 0.7772 -0.0011 -0.1% 0.7784
High 0.7790 0.7843 0.0053 0.7% 0.7826
Low 0.7750 0.7772 0.0022 0.3% 0.7758
Close 0.7754 0.7831 0.0078 1.0% 0.7776
Range 0.0040 0.0072 0.0032 78.8% 0.0068
ATR 0.0048 0.0051 0.0003 6.1% 0.0000
Volume 31 130 99 319.4% 407
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8030 0.8002 0.7870
R3 0.7958 0.7930 0.7851
R2 0.7887 0.7887 0.7844
R1 0.7859 0.7859 0.7838 0.7873
PP 0.7815 0.7815 0.7815 0.7822
S1 0.7787 0.7787 0.7824 0.7801
S2 0.7744 0.7744 0.7818
S3 0.7672 0.7716 0.7811
S4 0.7601 0.7644 0.7792
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 0.7843 0.7750 0.0093 1.2% 0.0045 0.6% 87% True False 78
10 0.7843 0.7667 0.0176 2.2% 0.0050 0.6% 93% True False 93
20 0.7843 0.7650 0.0193 2.5% 0.0048 0.6% 94% True False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8147
2.618 0.8030
1.618 0.7959
1.000 0.7915
0.618 0.7887
HIGH 0.7843
0.618 0.7816
0.500 0.7807
0.382 0.7799
LOW 0.7772
0.618 0.7727
1.000 0.7700
1.618 0.7656
2.618 0.7584
4.250 0.7468
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 0.7823 0.7820
PP 0.7815 0.7808
S1 0.7807 0.7797

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

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