CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 0.7654 0.7696 0.0042 0.5% 0.7655
High 0.7705 0.7707 0.0002 0.0% 0.7668
Low 0.7647 0.7678 0.0031 0.4% 0.7562
Close 0.7701 0.7699 -0.0002 0.0% 0.7594
Range 0.0058 0.0029 -0.0029 -49.6% 0.0105
ATR 0.0055 0.0054 -0.0002 -3.4% 0.0000
Volume 130,594 94,352 -36,242 -27.8% 360,268
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7782 0.7769 0.7715
R3 0.7753 0.7740 0.7707
R2 0.7724 0.7724 0.7704
R1 0.7711 0.7711 0.7702 0.7718
PP 0.7695 0.7695 0.7695 0.7698
S1 0.7682 0.7682 0.7696 0.7689
S2 0.7666 0.7666 0.7694
S3 0.7637 0.7653 0.7691
S4 0.7608 0.7624 0.7683
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 0.7707 0.7578 0.0129 1.7% 0.0048 0.6% 94% True False 90,446
10 0.7753 0.7562 0.0190 2.5% 0.0054 0.7% 72% False False 91,518
20 0.7763 0.7562 0.0201 2.6% 0.0051 0.7% 68% False False 80,014
40 0.7763 0.7531 0.0232 3.0% 0.0052 0.7% 72% False False 74,902
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.6% 77% False False 73,697
80 0.7866 0.7481 0.0386 5.0% 0.0053 0.7% 57% False False 61,373
100 0.7875 0.7481 0.0395 5.1% 0.0052 0.7% 55% False False 49,154
120 0.8000 0.7481 0.0520 6.7% 0.0051 0.7% 42% False False 40,979
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7783
1.618 0.7754
1.000 0.7736
0.618 0.7725
HIGH 0.7707
0.618 0.7696
0.500 0.7693
0.382 0.7689
LOW 0.7678
0.618 0.7660
1.000 0.7649
1.618 0.7631
2.618 0.7602
4.250 0.7555
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 0.7697 0.7682
PP 0.7695 0.7666
S1 0.7693 0.7649

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

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