CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 0.7603 0.7665 0.0062 0.8% 0.7609
High 0.7666 0.7674 0.0009 0.1% 0.7667
Low 0.7597 0.7642 0.0045 0.6% 0.7594
Close 0.7665 0.7665 0.0001 0.0% 0.7665
Range 0.0068 0.0033 -0.0036 -52.6% 0.0073
ATR 0.0052 0.0051 -0.0001 -2.7% 0.0000
Volume 70,423 51,076 -19,347 -27.5% 319,631
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7758 0.7744 0.7683
R3 0.7725 0.7711 0.7674
R2 0.7693 0.7693 0.7671
R1 0.7679 0.7679 0.7668 0.7686
PP 0.7660 0.7660 0.7660 0.7664
S1 0.7646 0.7646 0.7662 0.7653
S2 0.7628 0.7628 0.7659
S3 0.7595 0.7614 0.7656
S4 0.7563 0.7581 0.7647
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 0.7674 0.7594 0.0081 1.1% 0.0051 0.7% 89% True False 61,968
10 0.7720 0.7594 0.0126 1.6% 0.0054 0.7% 57% False False 66,738
20 0.7720 0.7587 0.0133 1.7% 0.0049 0.6% 59% False False 67,718
40 0.7720 0.7481 0.0239 3.1% 0.0050 0.6% 77% False False 68,648
60 0.7817 0.7481 0.0337 4.4% 0.0053 0.7% 55% False False 57,960
80 0.7875 0.7481 0.0395 5.1% 0.0053 0.7% 47% False False 43,768
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 36% False False 35,042
120 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 36% False False 29,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7812
2.618 0.7759
1.618 0.7727
1.000 0.7707
0.618 0.7694
HIGH 0.7674
0.618 0.7662
0.500 0.7658
0.382 0.7654
LOW 0.7642
0.618 0.7621
1.000 0.7609
1.618 0.7589
2.618 0.7556
4.250 0.7503
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 0.7663 0.7655
PP 0.7660 0.7645
S1 0.7658 0.7634

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.