CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 0.7945 0.7918 -0.0027 -0.3% 0.7979
High 0.7962 0.7931 -0.0031 -0.4% 0.8000
Low 0.7915 0.7867 -0.0048 -0.6% 0.7867
Close 0.7916 0.7867 -0.0049 -0.6% 0.7867
Range 0.0047 0.0064 0.0017 37.6% 0.0133
ATR 0.0047 0.0048 0.0001 2.7% 0.0000
Volume 160 236 76 47.5% 626
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8080 0.8038 0.7902
R3 0.8016 0.7974 0.7885
R2 0.7952 0.7952 0.7879
R1 0.7910 0.7910 0.7873 0.7899
PP 0.7888 0.7888 0.7888 0.7883
S1 0.7846 0.7846 0.7861 0.7835
S2 0.7824 0.7824 0.7855
S3 0.7760 0.7782 0.7849
S4 0.7696 0.7718 0.7832
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8312 0.8223 0.7940
R3 0.8178 0.8089 0.7904
R2 0.8045 0.8045 0.7891
R1 0.7956 0.7956 0.7879 0.7934
PP 0.7911 0.7911 0.7911 0.7900
S1 0.7822 0.7822 0.7855 0.7800
S2 0.7778 0.7778 0.7843
S3 0.7644 0.7689 0.7830
S4 0.7511 0.7555 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7867 0.0133 1.7% 0.0046 0.6% 0% False True 125
10 0.8000 0.7831 0.0170 2.2% 0.0046 0.6% 22% False False 117
20 0.8000 0.7750 0.0250 3.2% 0.0045 0.6% 47% False False 101
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 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8203
2.618 0.8098
1.618 0.8034
1.000 0.7995
0.618 0.7970
HIGH 0.7931
0.618 0.7906
0.500 0.7899
0.382 0.7891
LOW 0.7867
0.618 0.7827
1.000 0.7803
1.618 0.7763
2.618 0.7699
4.250 0.7595
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 0.7899 0.7927
PP 0.7888 0.7907
S1 0.7878 0.7887

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

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