CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 0.7813 0.7792 -0.0021 -0.3% 0.7855
High 0.7820 0.7818 -0.0003 0.0% 0.7863
Low 0.7788 0.7782 -0.0006 -0.1% 0.7777
Close 0.7793 0.7816 0.0023 0.3% 0.7816
Range 0.0033 0.0036 0.0003 10.8% 0.0086
ATR 0.0046 0.0045 -0.0001 -1.5% 0.0000
Volume 405 145 -260 -64.2% 1,316
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7913 0.7900 0.7835
R3 0.7877 0.7864 0.7825
R2 0.7841 0.7841 0.7822
R1 0.7828 0.7828 0.7819 0.7834
PP 0.7805 0.7805 0.7805 0.7808
S1 0.7792 0.7792 0.7812 0.7799
S2 0.7769 0.7769 0.7809
S3 0.7733 0.7756 0.7806
S4 0.7697 0.7720 0.7796
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8076 0.8032 0.7863
R3 0.7990 0.7946 0.7839
R2 0.7904 0.7904 0.7831
R1 0.7860 0.7860 0.7823 0.7839
PP 0.7819 0.7819 0.7819 0.7808
S1 0.7774 0.7774 0.7808 0.7753
S2 0.7733 0.7733 0.7800
S3 0.7647 0.7688 0.7792
S4 0.7561 0.7602 0.7768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7863 0.7777 0.0086 1.1% 0.0039 0.5% 45% False False 263
10 0.8000 0.7777 0.0223 2.9% 0.0042 0.5% 17% False False 194
20 0.8000 0.7750 0.0250 3.2% 0.0044 0.6% 26% False False 139
40 0.8000 0.7650 0.0350 4.5% 0.0046 0.6% 47% False False 126
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7970
2.618 0.7912
1.618 0.7876
1.000 0.7853
0.618 0.7840
HIGH 0.7818
0.618 0.7804
0.500 0.7800
0.382 0.7795
LOW 0.7782
0.618 0.7759
1.000 0.7746
1.618 0.7723
2.618 0.7687
4.250 0.7629
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 0.7810 0.7810
PP 0.7805 0.7804
S1 0.7800 0.7799

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

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