CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.7853 0.7845 -0.0008 -0.1% 0.7783
High 0.7875 0.7861 -0.0015 -0.2% 0.7875
Low 0.7839 0.7824 -0.0015 -0.2% 0.7716
Close 0.7840 0.7832 -0.0008 -0.1% 0.7840
Range 0.0036 0.0036 0.0001 1.4% 0.0160
ATR 0.0049 0.0048 -0.0001 -1.8% 0.0000
Volume 96 83 -13 -13.5% 1,316
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.7948 0.7927 0.7852
R3 0.7912 0.7890 0.7842
R2 0.7875 0.7875 0.7839
R1 0.7854 0.7854 0.7835 0.7846
PP 0.7839 0.7839 0.7839 0.7835
S1 0.7817 0.7817 0.7829 0.7810
S2 0.7802 0.7802 0.7825
S3 0.7766 0.7781 0.7822
S4 0.7729 0.7744 0.7812
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% 0.0058 0.7% 73% False False 273
10 0.7875 0.7716 0.0160 2.0% 0.0050 0.6% 73% False False 199
20 0.8000 0.7716 0.0285 3.6% 0.0047 0.6% 41% False False 202
40 0.8000 0.7650 0.0350 4.5% 0.0046 0.6% 52% False False 144
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8016
2.618 0.7956
1.618 0.7920
1.000 0.7897
0.618 0.7883
HIGH 0.7861
0.618 0.7847
0.500 0.7842
0.382 0.7838
LOW 0.7824
0.618 0.7801
1.000 0.7788
1.618 0.7765
2.618 0.7728
4.250 0.7669
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.7842 0.7838
PP 0.7839 0.7836
S1 0.7835 0.7834

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

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