CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 0.7598 0.7654 0.0057 0.7% 0.7655
High 0.7668 0.7705 0.0037 0.5% 0.7668
Low 0.7591 0.7647 0.0057 0.7% 0.7562
Close 0.7617 0.7701 0.0084 1.1% 0.7594
Range 0.0078 0.0058 -0.0020 -25.8% 0.0105
ATR 0.0053 0.0055 0.0003 4.7% 0.0000
Volume 83,897 130,594 46,697 55.7% 360,268
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7857 0.7836 0.7733
R3 0.7799 0.7779 0.7717
R2 0.7742 0.7742 0.7712
R1 0.7721 0.7721 0.7706 0.7732
PP 0.7684 0.7684 0.7684 0.7689
S1 0.7664 0.7664 0.7696 0.7674
S2 0.7627 0.7627 0.7690
S3 0.7569 0.7606 0.7685
S4 0.7512 0.7549 0.7669
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 0.7705 0.7562 0.0143 1.9% 0.0053 0.7% 98% True False 87,744
10 0.7753 0.7562 0.0191 2.5% 0.0055 0.7% 73% False False 89,773
20 0.7763 0.7562 0.0201 2.6% 0.0053 0.7% 69% False False 78,363
40 0.7763 0.7531 0.0232 3.0% 0.0052 0.7% 73% False False 74,115
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.7% 78% False False 73,372
80 0.7866 0.7481 0.0386 5.0% 0.0053 0.7% 57% False False 60,197
100 0.7875 0.7481 0.0395 5.1% 0.0052 0.7% 56% False False 48,212
120 0.8000 0.7481 0.0520 6.7% 0.0051 0.7% 42% False False 40,194
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7949
2.618 0.7855
1.618 0.7798
1.000 0.7762
0.618 0.7740
HIGH 0.7705
0.618 0.7683
0.500 0.7676
0.382 0.7669
LOW 0.7647
0.618 0.7611
1.000 0.7590
1.618 0.7554
2.618 0.7496
4.250 0.7403
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 0.7693 0.7681
PP 0.7684 0.7661
S1 0.7676 0.7641

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

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