CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 19-Apr-2018
Day Change Summary
Previous Current
18-Apr-2018 19-Apr-2018 Change Change % Previous Week
Open 0.7988 0.7945 -0.0044 -0.5% 0.7850
High 0.7988 0.7962 -0.0027 -0.3% 0.7993
Low 0.7925 0.7915 -0.0010 -0.1% 0.7831
Close 0.7940 0.7916 -0.0024 -0.3% 0.7955
Range 0.0063 0.0047 -0.0017 -26.2% 0.0163
ATR 0.0047 0.0047 0.0000 0.0% 0.0000
Volume 124 160 36 29.0% 550
Daily Pivots for day following 19-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8070 0.8040 0.7942
R3 0.8024 0.7993 0.7929
R2 0.7977 0.7977 0.7925
R1 0.7947 0.7947 0.7920 0.7939
PP 0.7931 0.7931 0.7931 0.7927
S1 0.7900 0.7900 0.7912 0.7892
S2 0.7884 0.7884 0.7907
S3 0.7838 0.7854 0.7903
S4 0.7791 0.7807 0.7890
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 0.7915 0.0085 1.1% 0.0040 0.5% 1% False True 85
10 0.8000 0.7831 0.0170 2.1% 0.0043 0.5% 50% False False 96
20 0.8000 0.7750 0.0250 3.2% 0.0045 0.6% 66% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8159
2.618 0.8083
1.618 0.8037
1.000 0.8008
0.618 0.7990
HIGH 0.7962
0.618 0.7944
0.500 0.7938
0.382 0.7933
LOW 0.7915
0.618 0.7886
1.000 0.7868
1.618 0.7840
2.618 0.7793
4.250 0.7717
Fisher Pivots for day following 19-Apr-2018
Pivot 1 day 3 day
R1 0.7938 0.7958
PP 0.7931 0.7944
S1 0.7923 0.7930

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

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