CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 0.7845 0.7831 -0.0014 -0.2% 0.7783
High 0.7861 0.7836 -0.0025 -0.3% 0.7875
Low 0.7824 0.7759 -0.0065 -0.8% 0.7716
Close 0.7832 0.7791 -0.0041 -0.5% 0.7840
Range 0.0036 0.0076 0.0040 109.6% 0.0160
ATR 0.0048 0.0050 0.0002 4.2% 0.0000
Volume 83 136 53 63.9% 1,316
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 0.8025 0.7984 0.7833
R3 0.7948 0.7908 0.7812
R2 0.7872 0.7872 0.7805
R1 0.7831 0.7831 0.7798 0.7813
PP 0.7795 0.7795 0.7795 0.7786
S1 0.7755 0.7755 0.7784 0.7737
S2 0.7719 0.7719 0.7777
S3 0.7642 0.7678 0.7770
S4 0.7566 0.7602 0.7749
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 0.7728 0.0147 1.9% 0.0060 0.8% 43% False False 221
10 0.7875 0.7716 0.0160 2.0% 0.0053 0.7% 47% False False 186
20 0.7988 0.7716 0.0273 3.5% 0.0049 0.6% 28% False False 205
40 0.8000 0.7667 0.0333 4.3% 0.0047 0.6% 37% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8161
2.618 0.8036
1.618 0.7959
1.000 0.7912
0.618 0.7883
HIGH 0.7836
0.618 0.7806
0.500 0.7797
0.382 0.7788
LOW 0.7759
0.618 0.7712
1.000 0.7683
1.618 0.7635
2.618 0.7559
4.250 0.7434
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 0.7797 0.7817
PP 0.7795 0.7808
S1 0.7793 0.7800

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

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