CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 0.7693 0.7666 -0.0027 -0.3% 0.7591
High 0.7703 0.7690 -0.0012 -0.2% 0.7707
Low 0.7661 0.7665 0.0004 0.0% 0.7578
Close 0.7674 0.7677 0.0003 0.0% 0.7674
Range 0.0042 0.0026 -0.0016 -38.6% 0.0129
ATR 0.0053 0.0051 -0.0002 -3.7% 0.0000
Volume 40,823 5,191 -35,632 -87.3% 398,323
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7754 0.7741 0.7691
R3 0.7728 0.7715 0.7684
R2 0.7703 0.7703 0.7681
R1 0.7690 0.7690 0.7679 0.7696
PP 0.7677 0.7677 0.7677 0.7680
S1 0.7664 0.7664 0.7674 0.7671
S2 0.7651 0.7651 0.7672
S3 0.7626 0.7638 0.7669
S4 0.7600 0.7613 0.7662
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 0.7591 0.0117 1.5% 0.0046 0.6% 74% False False 70,971
10 0.7707 0.7562 0.0145 1.9% 0.0049 0.6% 79% False False 76,378
20 0.7763 0.7562 0.0201 2.6% 0.0049 0.6% 57% False False 75,504
40 0.7763 0.7562 0.0201 2.6% 0.0049 0.6% 57% False False 71,614
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.7% 69% False False 71,893
80 0.7817 0.7481 0.0337 4.4% 0.0052 0.7% 58% False False 61,713
100 0.7875 0.7481 0.0395 5.1% 0.0052 0.7% 50% False False 49,608
120 0.8000 0.7481 0.0520 6.8% 0.0051 0.7% 38% False False 41,360
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7757
1.618 0.7731
1.000 0.7716
0.618 0.7706
HIGH 0.7690
0.618 0.7680
0.500 0.7677
0.382 0.7674
LOW 0.7665
0.618 0.7649
1.000 0.7639
1.618 0.7623
2.618 0.7598
4.250 0.7556
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 0.7677 0.7684
PP 0.7677 0.7682
S1 0.7677 0.7679

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

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