CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 0.7719 0.7735 0.0016 0.2% 0.7665
High 0.7763 0.7753 -0.0010 -0.1% 0.7703
Low 0.7706 0.7716 0.0010 0.1% 0.7634
Close 0.7736 0.7745 0.0009 0.1% 0.7679
Range 0.0057 0.0037 -0.0020 -35.1% 0.0069
ATR 0.0051 0.0050 -0.0001 -2.0% 0.0000
Volume 71,738 76,903 5,165 7.2% 322,530
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7849 0.7834 0.7765
R3 0.7812 0.7797 0.7755
R2 0.7775 0.7775 0.7752
R1 0.7760 0.7760 0.7748 0.7768
PP 0.7738 0.7738 0.7738 0.7742
S1 0.7723 0.7723 0.7742 0.7731
S2 0.7701 0.7701 0.7738
S3 0.7664 0.7686 0.7735
S4 0.7627 0.7649 0.7725
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 0.7763 0.7634 0.0129 1.7% 0.0056 0.7% 86% False False 70,426
10 0.7763 0.7595 0.0168 2.2% 0.0047 0.6% 89% False False 68,510
20 0.7763 0.7594 0.0170 2.2% 0.0049 0.6% 89% False False 66,978
40 0.7763 0.7531 0.0232 3.0% 0.0049 0.6% 92% False False 67,150
60 0.7795 0.7481 0.0314 4.1% 0.0050 0.6% 84% False False 65,908
80 0.7875 0.7481 0.0395 5.1% 0.0053 0.7% 67% False False 49,979
100 0.8000 0.7481 0.0520 6.7% 0.0051 0.7% 51% False False 40,014
120 0.8000 0.7481 0.0520 6.7% 0.0050 0.6% 51% False False 33,362
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7910
2.618 0.7850
1.618 0.7813
1.000 0.7790
0.618 0.7776
HIGH 0.7753
0.618 0.7739
0.500 0.7735
0.382 0.7730
LOW 0.7716
0.618 0.7693
1.000 0.7679
1.618 0.7656
2.618 0.7619
4.250 0.7559
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 0.7742 0.7733
PP 0.7738 0.7721
S1 0.7735 0.7709

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

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