CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 0.7612 0.7603 -0.0009 -0.1% 0.7609
High 0.7630 0.7666 0.0036 0.5% 0.7667
Low 0.7595 0.7597 0.0003 0.0% 0.7594
Close 0.7604 0.7665 0.0061 0.8% 0.7665
Range 0.0035 0.0068 0.0033 95.7% 0.0073
ATR 0.0051 0.0052 0.0001 2.5% 0.0000
Volume 65,799 70,423 4,624 7.0% 319,631
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7848 0.7825 0.7702
R3 0.7779 0.7756 0.7683
R2 0.7711 0.7711 0.7677
R1 0.7688 0.7688 0.7671 0.7699
PP 0.7642 0.7642 0.7642 0.7648
S1 0.7619 0.7619 0.7658 0.7631
S2 0.7574 0.7574 0.7652
S3 0.7505 0.7551 0.7646
S4 0.7437 0.7482 0.7627
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7836 0.7705
R3 0.7788 0.7763 0.7685
R2 0.7715 0.7715 0.7678
R1 0.7690 0.7690 0.7671 0.7702
PP 0.7642 0.7642 0.7642 0.7648
S1 0.7616 0.7616 0.7658 0.7629
S2 0.7568 0.7568 0.7651
S3 0.7495 0.7543 0.7644
S4 0.7422 0.7470 0.7624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7594 0.0073 1.0% 0.0052 0.7% 97% False False 63,926
10 0.7720 0.7594 0.0126 1.6% 0.0054 0.7% 56% False False 65,729
20 0.7720 0.7587 0.0133 1.7% 0.0049 0.6% 58% False False 67,723
40 0.7720 0.7481 0.0239 3.1% 0.0051 0.7% 77% False False 70,088
60 0.7817 0.7481 0.0337 4.4% 0.0053 0.7% 55% False False 57,116
80 0.7875 0.7481 0.0395 5.1% 0.0053 0.7% 47% False False 43,134
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 35% False False 34,531
120 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 35% False False 28,797
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7957
2.618 0.7845
1.618 0.7776
1.000 0.7734
0.618 0.7708
HIGH 0.7666
0.618 0.7639
0.500 0.7631
0.382 0.7623
LOW 0.7597
0.618 0.7555
1.000 0.7529
1.618 0.7486
2.618 0.7418
4.250 0.7306
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 0.7653 0.7653
PP 0.7642 0.7642
S1 0.7631 0.7630

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

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