CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 0.7807 0.7803 -0.0004 -0.1% 0.7855
High 0.7827 0.7818 -0.0009 -0.1% 0.7863
Low 0.7783 0.7770 -0.0013 -0.2% 0.7777
Close 0.7802 0.7803 0.0001 0.0% 0.7816
Range 0.0044 0.0048 0.0004 9.1% 0.0086
ATR 0.0045 0.0045 0.0000 0.5% 0.0000
Volume 102 128 26 25.5% 1,316
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 0.7941 0.7920 0.7829
R3 0.7893 0.7872 0.7816
R2 0.7845 0.7845 0.7811
R1 0.7824 0.7824 0.7807 0.7827
PP 0.7797 0.7797 0.7797 0.7798
S1 0.7776 0.7776 0.7798 0.7779
S2 0.7749 0.7749 0.7794
S3 0.7701 0.7728 0.7789
S4 0.7653 0.7680 0.7776
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 0.7831 0.7770 0.0061 0.8% 0.0044 0.6% 54% False True 154
10 0.7931 0.7770 0.0161 2.1% 0.0044 0.6% 20% False True 218
20 0.8000 0.7770 0.0230 2.9% 0.0043 0.6% 14% False True 157
40 0.8000 0.7650 0.0350 4.5% 0.0044 0.6% 44% False False 131
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7944
1.618 0.7896
1.000 0.7866
0.618 0.7848
HIGH 0.7818
0.618 0.7800
0.500 0.7794
0.382 0.7788
LOW 0.7770
0.618 0.7740
1.000 0.7722
1.618 0.7692
2.618 0.7644
4.250 0.7566
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 0.7800 0.7801
PP 0.7797 0.7800
S1 0.7794 0.7799

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

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