CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 0.7591 0.7598 0.0007 0.1% 0.7655
High 0.7605 0.7668 0.0063 0.8% 0.7668
Low 0.7578 0.7591 0.0013 0.2% 0.7562
Close 0.7601 0.7617 0.0016 0.2% 0.7594
Range 0.0027 0.0078 0.0051 187.0% 0.0105
ATR 0.0051 0.0053 0.0002 3.7% 0.0000
Volume 48,657 83,897 35,240 72.4% 360,268
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7858 0.7815 0.7659
R3 0.7780 0.7737 0.7638
R2 0.7703 0.7703 0.7631
R1 0.7660 0.7660 0.7624 0.7681
PP 0.7625 0.7625 0.7625 0.7636
S1 0.7582 0.7582 0.7609 0.7604
S2 0.7548 0.7548 0.7602
S3 0.7470 0.7505 0.7595
S4 0.7393 0.7427 0.7574
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 0.0106 1.4% 0.0047 0.6% 51% True False 77,093
10 0.7763 0.7562 0.0201 2.6% 0.0055 0.7% 27% False False 83,888
20 0.7763 0.7562 0.0201 2.6% 0.0053 0.7% 27% False False 74,894
40 0.7763 0.7531 0.0232 3.0% 0.0052 0.7% 37% False False 72,228
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.7% 48% False False 72,410
80 0.7866 0.7481 0.0386 5.1% 0.0053 0.7% 35% False False 58,571
100 0.7931 0.7481 0.0450 5.9% 0.0052 0.7% 30% False False 46,909
120 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 26% False False 39,106
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 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7871
1.618 0.7793
1.000 0.7746
0.618 0.7716
HIGH 0.7668
0.618 0.7638
0.500 0.7629
0.382 0.7620
LOW 0.7591
0.618 0.7543
1.000 0.7513
1.618 0.7465
2.618 0.7388
4.250 0.7261
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 0.7629 0.7623
PP 0.7625 0.7621
S1 0.7621 0.7619

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

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