CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 0.7860 0.7854 -0.0007 -0.1% 0.7782
High 0.7866 0.7875 0.0009 0.1% 0.7875
Low 0.7837 0.7845 0.0008 0.1% 0.7750
Close 0.7864 0.7850 -0.0014 -0.2% 0.7850
Range 0.0029 0.0030 0.0001 3.4% 0.0125
ATR 0.0050 0.0048 -0.0001 -2.8% 0.0000
Volume 18 29 11 61.1% 302
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7946 0.7928 0.7866
R3 0.7916 0.7898 0.7858
R2 0.7886 0.7886 0.7855
R1 0.7868 0.7868 0.7852 0.7862
PP 0.7857 0.7857 0.7857 0.7854
S1 0.7838 0.7838 0.7847 0.7832
S2 0.7827 0.7827 0.7844
S3 0.7797 0.7808 0.7841
S4 0.7767 0.7778 0.7833
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8200 0.8150 0.7918
R3 0.8075 0.8025 0.7884
R2 0.7950 0.7950 0.7872
R1 0.7900 0.7900 0.7861 0.7925
PP 0.7825 0.7825 0.7825 0.7837
S1 0.7775 0.7775 0.7838 0.7800
S2 0.7700 0.7700 0.7827
S3 0.7575 0.7650 0.7815
S4 0.7450 0.7525 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7875 0.7750 0.0125 1.6% 0.0044 0.6% 80% True False 60
10 0.7875 0.7750 0.0125 1.6% 0.0043 0.6% 80% True False 85
20 0.7875 0.7650 0.0225 2.9% 0.0044 0.6% 89% True False 99
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8002
2.618 0.7954
1.618 0.7924
1.000 0.7905
0.618 0.7894
HIGH 0.7875
0.618 0.7864
0.500 0.7860
0.382 0.7856
LOW 0.7845
0.618 0.7826
1.000 0.7815
1.618 0.7796
2.618 0.7766
4.250 0.7718
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 0.7860 0.7847
PP 0.7857 0.7845
S1 0.7853 0.7843

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

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