CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 0.7698 0.7649 -0.0049 -0.6% 0.7665
High 0.7700 0.7689 -0.0011 -0.1% 0.7703
Low 0.7637 0.7634 -0.0003 0.0% 0.7634
Close 0.7642 0.7679 0.0037 0.5% 0.7679
Range 0.0063 0.0055 -0.0008 -12.7% 0.0069
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 59,557 66,224 6,667 11.2% 322,530
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7832 0.7810 0.7709
R3 0.7777 0.7755 0.7694
R2 0.7722 0.7722 0.7689
R1 0.7700 0.7700 0.7684 0.7711
PP 0.7667 0.7667 0.7667 0.7673
S1 0.7645 0.7645 0.7673 0.7656
S2 0.7612 0.7612 0.7668
S3 0.7557 0.7590 0.7663
S4 0.7502 0.7535 0.7648
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7879 0.7848 0.7716
R3 0.7810 0.7779 0.7697
R2 0.7741 0.7741 0.7691
R1 0.7710 0.7710 0.7685 0.7725
PP 0.7672 0.7672 0.7672 0.7680
S1 0.7641 0.7641 0.7672 0.7656
S2 0.7603 0.7603 0.7666
S3 0.7534 0.7572 0.7660
S4 0.7465 0.7503 0.7641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7703 0.7634 0.0069 0.9% 0.0042 0.5% 64% False True 64,506
10 0.7703 0.7594 0.0110 1.4% 0.0047 0.6% 78% False False 64,216
20 0.7720 0.7594 0.0126 1.6% 0.0048 0.6% 67% False False 67,301
40 0.7720 0.7531 0.0189 2.5% 0.0049 0.6% 78% False False 67,099
60 0.7795 0.7481 0.0314 4.1% 0.0050 0.7% 63% False False 62,230
80 0.7875 0.7481 0.0395 5.1% 0.0053 0.7% 50% False False 47,153
100 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 38% False False 37,752
120 0.8000 0.7481 0.0520 6.8% 0.0050 0.7% 38% False False 31,478
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7833
1.618 0.7778
1.000 0.7744
0.618 0.7723
HIGH 0.7689
0.618 0.7668
0.500 0.7662
0.382 0.7655
LOW 0.7634
0.618 0.7600
1.000 0.7579
1.618 0.7545
2.618 0.7490
4.250 0.7400
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 0.7673 0.7675
PP 0.7667 0.7672
S1 0.7662 0.7669

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

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