CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 0.7673 0.7698 0.0025 0.3% 0.7609
High 0.7703 0.7700 -0.0004 0.0% 0.7667
Low 0.7670 0.7637 -0.0033 -0.4% 0.7594
Close 0.7692 0.7642 -0.0050 -0.7% 0.7665
Range 0.0033 0.0063 0.0030 90.9% 0.0073
ATR 0.0048 0.0049 0.0001 2.2% 0.0000
Volume 74,683 59,557 -15,126 -20.3% 319,631
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7848 0.7808 0.7676
R3 0.7785 0.7745 0.7659
R2 0.7722 0.7722 0.7653
R1 0.7682 0.7682 0.7647 0.7671
PP 0.7659 0.7659 0.7659 0.7654
S1 0.7619 0.7619 0.7636 0.7608
S2 0.7596 0.7596 0.7630
S3 0.7533 0.7556 0.7624
S4 0.7470 0.7493 0.7607
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 0.7703 0.7597 0.0106 1.4% 0.0045 0.6% 42% False False 65,345
10 0.7703 0.7594 0.0110 1.4% 0.0049 0.6% 44% False False 66,506
20 0.7720 0.7594 0.0126 1.6% 0.0047 0.6% 38% False False 66,520
40 0.7720 0.7501 0.0219 2.9% 0.0050 0.6% 64% False False 67,707
60 0.7817 0.7481 0.0337 4.4% 0.0051 0.7% 48% False False 61,272
80 0.7875 0.7481 0.0395 5.2% 0.0053 0.7% 41% False False 46,326
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 31% False False 37,091
120 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 31% False False 30,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7967
2.618 0.7864
1.618 0.7801
1.000 0.7762
0.618 0.7738
HIGH 0.7700
0.618 0.7675
0.500 0.7668
0.382 0.7661
LOW 0.7637
0.618 0.7598
1.000 0.7574
1.618 0.7535
2.618 0.7472
4.250 0.7369
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 0.7668 0.7670
PP 0.7659 0.7660
S1 0.7650 0.7651

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

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