CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.7800 0.7853 0.0053 0.7% 0.7783
High 0.7862 0.7875 0.0013 0.2% 0.7875
Low 0.7800 0.7839 0.0039 0.5% 0.7716
Close 0.7859 0.7840 -0.0019 -0.2% 0.7840
Range 0.0062 0.0036 -0.0026 -41.9% 0.0160
ATR 0.0050 0.0049 -0.0001 -2.0% 0.0000
Volume 222 96 -126 -56.8% 1,316
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7959 0.7935 0.7859
R3 0.7923 0.7899 0.7849
R2 0.7887 0.7887 0.7846
R1 0.7863 0.7863 0.7843 0.7857
PP 0.7851 0.7851 0.7851 0.7848
S1 0.7827 0.7827 0.7836 0.7821
S2 0.7815 0.7815 0.7833
S3 0.7779 0.7791 0.7830
S4 0.7743 0.7755 0.7820
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8289 0.8224 0.7927
R3 0.8129 0.8064 0.7883
R2 0.7970 0.7970 0.7869
R1 0.7905 0.7905 0.7854 0.7937
PP 0.7810 0.7810 0.7810 0.7826
S1 0.7745 0.7745 0.7825 0.7778
S2 0.7651 0.7651 0.7810
S3 0.7491 0.7586 0.7796
S4 0.7332 0.7426 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7875 0.7716 0.0160 2.0% 0.0057 0.7% 78% True False 263
10 0.7875 0.7716 0.0160 2.0% 0.0051 0.6% 78% True False 204
20 0.8000 0.7716 0.0285 3.6% 0.0046 0.6% 44% False False 199
40 0.8000 0.7650 0.0350 4.5% 0.0046 0.6% 54% False False 147
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7969
1.618 0.7933
1.000 0.7911
0.618 0.7897
HIGH 0.7875
0.618 0.7861
0.500 0.7857
0.382 0.7853
LOW 0.7839
0.618 0.7817
1.000 0.7803
1.618 0.7781
2.618 0.7745
4.250 0.7686
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.7857 0.7827
PP 0.7851 0.7814
S1 0.7845 0.7802

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

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