CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 0.7696 0.7693 -0.0004 0.0% 0.7591
High 0.7707 0.7703 -0.0005 -0.1% 0.7707
Low 0.7678 0.7661 -0.0017 -0.2% 0.7578
Close 0.7699 0.7674 -0.0025 -0.3% 0.7674
Range 0.0029 0.0042 0.0013 43.1% 0.0129
ATR 0.0054 0.0053 -0.0001 -1.6% 0.0000
Volume 94,352 40,823 -53,529 -56.7% 398,323
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7804 0.7780 0.7697
R3 0.7762 0.7739 0.7685
R2 0.7721 0.7721 0.7682
R1 0.7697 0.7697 0.7678 0.7688
PP 0.7679 0.7679 0.7679 0.7675
S1 0.7656 0.7656 0.7670 0.7647
S2 0.7638 0.7638 0.7666
S3 0.7596 0.7614 0.7663
S4 0.7555 0.7573 0.7651
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8040 0.7986 0.7745
R3 0.7911 0.7857 0.7709
R2 0.7782 0.7782 0.7698
R1 0.7728 0.7728 0.7686 0.7755
PP 0.7653 0.7653 0.7653 0.7667
S1 0.7599 0.7599 0.7662 0.7626
S2 0.7524 0.7524 0.7650
S3 0.7395 0.7470 0.7639
S4 0.7266 0.7341 0.7603
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% 0.0047 0.6% 74% False False 79,664
10 0.7709 0.7562 0.0147 1.9% 0.0053 0.7% 76% False False 87,642
20 0.7763 0.7562 0.0201 2.6% 0.0051 0.7% 56% False False 78,765
40 0.7763 0.7531 0.0232 3.0% 0.0051 0.7% 62% False False 73,782
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.7% 68% False False 73,145
80 0.7823 0.7481 0.0343 4.5% 0.0053 0.7% 56% False False 61,790
100 0.7875 0.7481 0.0395 5.1% 0.0052 0.7% 49% False False 49,560
120 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 37% False False 41,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7879
2.618 0.7811
1.618 0.7770
1.000 0.7744
0.618 0.7728
HIGH 0.7703
0.618 0.7687
0.500 0.7682
0.382 0.7677
LOW 0.7661
0.618 0.7635
1.000 0.7620
1.618 0.7594
2.618 0.7552
4.250 0.7485
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 0.7682 0.7677
PP 0.7679 0.7676
S1 0.7677 0.7675

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.