CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-Sep-2018
Day Change Summary
Previous Current
07-Sep-2018 10-Sep-2018 Change Change % Previous Week
Open 0.7609 0.7591 -0.0019 -0.2% 0.7655
High 0.7629 0.7605 -0.0024 -0.3% 0.7668
Low 0.7583 0.7578 -0.0005 -0.1% 0.7562
Close 0.7594 0.7601 0.0008 0.1% 0.7594
Range 0.0047 0.0027 -0.0020 -41.9% 0.0105
ATR 0.0053 0.0051 -0.0002 -3.5% 0.0000
Volume 94,733 48,657 -46,076 -48.6% 360,268
Daily Pivots for day following 10-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7676 0.7665 0.7616
R3 0.7649 0.7638 0.7608
R2 0.7622 0.7622 0.7606
R1 0.7611 0.7611 0.7603 0.7617
PP 0.7595 0.7595 0.7595 0.7597
S1 0.7584 0.7584 0.7599 0.7590
S2 0.7568 0.7568 0.7596
S3 0.7541 0.7557 0.7594
S4 0.7514 0.7530 0.7586
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7924 0.7864 0.7652
R3 0.7819 0.7759 0.7623
R2 0.7713 0.7713 0.7613
R1 0.7653 0.7653 0.7603 0.7631
PP 0.7608 0.7608 0.7608 0.7596
S1 0.7548 0.7548 0.7584 0.7525
S2 0.7502 0.7502 0.7574
S3 0.7397 0.7442 0.7564
S4 0.7291 0.7337 0.7535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7562 0.0105 1.4% 0.0051 0.7% 37% False False 81,785
10 0.7763 0.7562 0.0201 2.6% 0.0054 0.7% 19% False False 83,269
20 0.7763 0.7562 0.0201 2.6% 0.0051 0.7% 19% False False 73,742
40 0.7763 0.7531 0.0232 3.1% 0.0051 0.7% 30% False False 71,397
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.7% 43% False False 72,810
80 0.7866 0.7481 0.0386 5.1% 0.0053 0.7% 31% False False 57,535
100 0.7962 0.7481 0.0481 6.3% 0.0052 0.7% 25% False False 46,071
120 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 23% False False 38,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7676
1.618 0.7649
1.000 0.7632
0.618 0.7622
HIGH 0.7605
0.618 0.7595
0.500 0.7592
0.382 0.7588
LOW 0.7578
0.618 0.7561
1.000 0.7551
1.618 0.7534
2.618 0.7507
4.250 0.7463
Fisher Pivots for day following 10-Sep-2018
Pivot 1 day 3 day
R1 0.7598 0.7599
PP 0.7595 0.7597
S1 0.7592 0.7596

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

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