CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 24-Jul-2018
Day Change Summary
Previous Current
23-Jul-2018 24-Jul-2018 Change Change % Previous Week
Open 0.7619 0.7600 -0.0020 -0.3% 0.7606
High 0.7633 0.7620 -0.0013 -0.2% 0.7635
Low 0.7594 0.7587 -0.0007 -0.1% 0.7531
Close 0.7597 0.7607 0.0009 0.1% 0.7622
Range 0.0039 0.0033 -0.0006 -15.6% 0.0104
ATR 0.0054 0.0052 -0.0002 -2.8% 0.0000
Volume 51,187 52,351 1,164 2.3% 346,191
Daily Pivots for day following 24-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7702 0.7687 0.7624
R3 0.7669 0.7654 0.7615
R2 0.7637 0.7637 0.7612
R1 0.7622 0.7622 0.7609 0.7629
PP 0.7604 0.7604 0.7604 0.7608
S1 0.7589 0.7589 0.7604 0.7597
S2 0.7572 0.7572 0.7601
S3 0.7539 0.7557 0.7598
S4 0.7507 0.7524 0.7589
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7908 0.7869 0.7679
R3 0.7804 0.7765 0.7651
R2 0.7700 0.7700 0.7641
R1 0.7661 0.7661 0.7632 0.7681
PP 0.7596 0.7596 0.7596 0.7606
S1 0.7557 0.7557 0.7612 0.7577
S2 0.7492 0.7492 0.7603
S3 0.7388 0.7453 0.7593
S4 0.7284 0.7349 0.7565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7633 0.7531 0.0102 1.3% 0.0060 0.8% 74% False False 68,795
10 0.7669 0.7531 0.0138 1.8% 0.0056 0.7% 55% False False 66,177
20 0.7669 0.7481 0.0189 2.5% 0.0051 0.7% 67% False False 68,806
40 0.7817 0.7481 0.0337 4.4% 0.0054 0.7% 37% False False 54,335
60 0.7875 0.7481 0.0395 5.2% 0.0054 0.7% 32% False False 36,654
80 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 24% False False 27,526
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 24% False False 22,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7758
2.618 0.7705
1.618 0.7672
1.000 0.7652
0.618 0.7640
HIGH 0.7620
0.618 0.7607
0.500 0.7603
0.382 0.7599
LOW 0.7587
0.618 0.7567
1.000 0.7555
1.618 0.7534
2.618 0.7502
4.250 0.7449
Fisher Pivots for day following 24-Jul-2018
Pivot 1 day 3 day
R1 0.7605 0.7598
PP 0.7604 0.7590
S1 0.7603 0.7582

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

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