CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 0.7681 0.7692 0.0011 0.1% 0.7619
High 0.7710 0.7713 0.0003 0.0% 0.7685
Low 0.7642 0.7679 0.0037 0.5% 0.7587
Close 0.7700 0.7703 0.0003 0.0% 0.7659
Range 0.0068 0.0034 -0.0034 -50.4% 0.0097
ATR 0.0052 0.0051 -0.0001 -2.5% 0.0000
Volume 105,014 70,729 -34,285 -32.6% 330,974
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7800 0.7785 0.7721
R3 0.7766 0.7751 0.7712
R2 0.7732 0.7732 0.7709
R1 0.7717 0.7717 0.7706 0.7725
PP 0.7698 0.7698 0.7698 0.7702
S1 0.7683 0.7683 0.7699 0.7691
S2 0.7664 0.7664 0.7696
S3 0.7630 0.7649 0.7693
S4 0.7596 0.7615 0.7684
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7936 0.7895 0.7713
R3 0.7838 0.7797 0.7686
R2 0.7741 0.7741 0.7677
R1 0.7700 0.7700 0.7668 0.7721
PP 0.7644 0.7644 0.7644 0.7654
S1 0.7603 0.7603 0.7650 0.7623
S2 0.7546 0.7546 0.7641
S3 0.7449 0.7505 0.7632
S4 0.7351 0.7408 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7713 0.7642 0.0071 0.9% 0.0043 0.6% 85% True False 72,279
10 0.7713 0.7531 0.0182 2.4% 0.0054 0.7% 94% True False 74,135
20 0.7713 0.7531 0.0182 2.4% 0.0049 0.6% 94% True False 67,322
40 0.7795 0.7481 0.0314 4.1% 0.0051 0.7% 71% False False 65,373
60 0.7875 0.7481 0.0395 5.1% 0.0055 0.7% 56% False False 44,313
80 0.8000 0.7481 0.0520 6.7% 0.0051 0.7% 43% False False 33,274
100 0.8000 0.7481 0.0520 6.7% 0.0050 0.7% 43% False False 26,639
Crabel Price Patterns
NR True
NR4 False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7858
2.618 0.7802
1.618 0.7768
1.000 0.7747
0.618 0.7734
HIGH 0.7713
0.618 0.7700
0.500 0.7696
0.382 0.7692
LOW 0.7679
0.618 0.7658
1.000 0.7645
1.618 0.7624
2.618 0.7590
4.250 0.7535
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 0.7700 0.7694
PP 0.7698 0.7686
S1 0.7696 0.7677

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

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