CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 0.7846 0.7829 -0.0017 -0.2% 0.7845
High 0.7861 0.7836 -0.0025 -0.3% 0.7861
Low 0.7820 0.7767 -0.0053 -0.7% 0.7759
Close 0.7832 0.7785 -0.0047 -0.6% 0.7785
Range 0.0041 0.0069 0.0028 68.3% 0.0101
ATR 0.0050 0.0051 0.0001 2.7% 0.0000
Volume 974 543 -431 -44.3% 2,091
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8003 0.7963 0.7822
R3 0.7934 0.7894 0.7803
R2 0.7865 0.7865 0.7797
R1 0.7825 0.7825 0.7791 0.7810
PP 0.7796 0.7796 0.7796 0.7789
S1 0.7756 0.7756 0.7778 0.7741
S2 0.7727 0.7727 0.7772
S3 0.7658 0.7687 0.7766
S4 0.7589 0.7618 0.7747
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8106 0.8047 0.7840
R3 0.8004 0.7945 0.7812
R2 0.7903 0.7903 0.7803
R1 0.7844 0.7844 0.7794 0.7823
PP 0.7801 0.7801 0.7801 0.7791
S1 0.7742 0.7742 0.7775 0.7721
S2 0.7700 0.7700 0.7766
S3 0.7598 0.7641 0.7757
S4 0.7497 0.7539 0.7729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7861 0.7759 0.0101 1.3% 0.0056 0.7% 25% False False 418
10 0.7875 0.7716 0.0160 2.0% 0.0056 0.7% 43% False False 340
20 0.7875 0.7716 0.0160 2.0% 0.0049 0.6% 43% False False 272
40 0.8000 0.7716 0.0285 3.7% 0.0047 0.6% 24% False False 187
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8129
2.618 0.8017
1.618 0.7948
1.000 0.7905
0.618 0.7879
HIGH 0.7836
0.618 0.7810
0.500 0.7802
0.382 0.7793
LOW 0.7767
0.618 0.7724
1.000 0.7698
1.618 0.7655
2.618 0.7586
4.250 0.7474
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 0.7802 0.7814
PP 0.7796 0.7804
S1 0.7790 0.7794

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

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