CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 0.7649 0.7684 0.0036 0.5% 0.7665
High 0.7689 0.7724 0.0035 0.4% 0.7703
Low 0.7634 0.7656 0.0021 0.3% 0.7634
Close 0.7679 0.7716 0.0038 0.5% 0.7679
Range 0.0055 0.0068 0.0013 23.6% 0.0069
ATR 0.0049 0.0051 0.0001 2.7% 0.0000
Volume 66,224 77,711 11,487 17.3% 322,530
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7902 0.7877 0.7753
R3 0.7834 0.7809 0.7735
R2 0.7766 0.7766 0.7728
R1 0.7741 0.7741 0.7722 0.7754
PP 0.7698 0.7698 0.7698 0.7705
S1 0.7673 0.7673 0.7710 0.7686
S2 0.7630 0.7630 0.7704
S3 0.7562 0.7605 0.7697
S4 0.7494 0.7537 0.7679
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 0.7724 0.7634 0.0089 1.2% 0.0049 0.6% 92% True False 69,833
10 0.7724 0.7594 0.0130 1.7% 0.0050 0.6% 94% True False 65,900
20 0.7724 0.7594 0.0130 1.7% 0.0049 0.6% 94% True False 68,333
40 0.7724 0.7531 0.0193 2.5% 0.0049 0.6% 96% True False 66,216
60 0.7795 0.7481 0.0314 4.1% 0.0051 0.7% 75% False False 63,491
80 0.7875 0.7481 0.0395 5.1% 0.0053 0.7% 60% False False 48,123
100 0.8000 0.7481 0.0520 6.7% 0.0051 0.7% 45% False False 38,529
120 0.8000 0.7481 0.0520 6.7% 0.0050 0.6% 45% False False 32,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7902
1.618 0.7834
1.000 0.7792
0.618 0.7766
HIGH 0.7724
0.618 0.7698
0.500 0.7690
0.382 0.7681
LOW 0.7656
0.618 0.7613
1.000 0.7588
1.618 0.7545
2.618 0.7477
4.250 0.7367
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 0.7707 0.7704
PP 0.7698 0.7691
S1 0.7690 0.7679

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.