CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 18-Apr-2018
Day Change Summary
Previous Current
17-Apr-2018 18-Apr-2018 Change Change % Previous Week
Open 0.7985 0.7988 0.0003 0.0% 0.7850
High 0.8000 0.7988 -0.0012 -0.1% 0.7993
Low 0.7976 0.7925 -0.0051 -0.6% 0.7831
Close 0.7989 0.7940 -0.0049 -0.6% 0.7955
Range 0.0025 0.0063 0.0039 157.1% 0.0163
ATR 0.0045 0.0047 0.0001 2.9% 0.0000
Volume 85 124 39 45.9% 550
Daily Pivots for day following 18-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8140 0.8103 0.7975
R3 0.8077 0.8040 0.7957
R2 0.8014 0.8014 0.7952
R1 0.7977 0.7977 0.7946 0.7964
PP 0.7951 0.7951 0.7951 0.7945
S1 0.7914 0.7914 0.7934 0.7901
S2 0.7888 0.7888 0.7928
S3 0.7825 0.7851 0.7923
S4 0.7762 0.7788 0.7905
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8414 0.8347 0.8044
R3 0.8251 0.8184 0.7999
R2 0.8089 0.8089 0.7984
R1 0.8022 0.8022 0.7969 0.8055
PP 0.7926 0.7926 0.7926 0.7943
S1 0.7859 0.7859 0.7940 0.7893
S2 0.7764 0.7764 0.7925
S3 0.7601 0.7697 0.7910
S4 0.7439 0.7534 0.7865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7925 0.0075 0.9% 0.0037 0.5% 20% False True 63
10 0.8000 0.7831 0.0170 2.1% 0.0041 0.5% 65% False False 82
20 0.8000 0.7688 0.0312 3.9% 0.0047 0.6% 81% False False 90
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8256
2.618 0.8153
1.618 0.8090
1.000 0.8051
0.618 0.8027
HIGH 0.7988
0.618 0.7964
0.500 0.7957
0.382 0.7949
LOW 0.7925
0.618 0.7886
1.000 0.7862
1.618 0.7823
2.618 0.7760
4.250 0.7657
Fisher Pivots for day following 18-Apr-2018
Pivot 1 day 3 day
R1 0.7957 0.7963
PP 0.7951 0.7955
S1 0.7946 0.7948

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

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