CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 0.7709 0.7655 -0.0054 -0.7% 0.7684
High 0.7709 0.7668 -0.0042 -0.5% 0.7763
Low 0.7642 0.7572 -0.0070 -0.9% 0.7642
Close 0.7665 0.7590 -0.0074 -1.0% 0.7665
Range 0.0068 0.0095 0.0028 41.5% 0.0121
ATR 0.0052 0.0055 0.0003 6.0% 0.0000
Volume 117,833 107,355 -10,478 -8.9% 423,771
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7839 0.7643
R3 0.7801 0.7743 0.7616
R2 0.7705 0.7705 0.7608
R1 0.7648 0.7648 0.7599 0.7629
PP 0.7610 0.7610 0.7610 0.7600
S1 0.7552 0.7552 0.7581 0.7533
S2 0.7514 0.7514 0.7572
S3 0.7419 0.7457 0.7564
S4 0.7323 0.7361 0.7537
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.8054 0.7981 0.7731
R3 0.7933 0.7859 0.7698
R2 0.7811 0.7811 0.7687
R1 0.7738 0.7738 0.7676 0.7714
PP 0.7690 0.7690 0.7690 0.7678
S1 0.7616 0.7616 0.7653 0.7592
S2 0.7568 0.7568 0.7642
S3 0.7447 0.7495 0.7631
S4 0.7325 0.7373 0.7598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7763 0.7572 0.0191 2.5% 0.0063 0.8% 9% False True 90,683
10 0.7763 0.7572 0.0191 2.5% 0.0056 0.7% 9% False True 80,258
20 0.7763 0.7572 0.0191 2.5% 0.0055 0.7% 9% False True 73,498
40 0.7763 0.7531 0.0232 3.1% 0.0052 0.7% 25% False False 70,303
60 0.7763 0.7481 0.0283 3.7% 0.0051 0.7% 39% False False 70,703
80 0.7875 0.7481 0.0395 5.2% 0.0053 0.7% 28% False False 53,774
100 0.8000 0.7481 0.0520 6.8% 0.0052 0.7% 21% False False 43,058
120 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 21% False False 35,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.7918
1.618 0.7822
1.000 0.7763
0.618 0.7727
HIGH 0.7668
0.618 0.7631
0.500 0.7620
0.382 0.7608
LOW 0.7572
0.618 0.7513
1.000 0.7477
1.618 0.7417
2.618 0.7322
4.250 0.7166
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 0.7620 0.7662
PP 0.7610 0.7638
S1 0.7600 0.7614

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

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