CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 0.7666 0.7664 -0.0003 0.0% 0.7591
High 0.7690 0.7700 0.0010 0.1% 0.7707
Low 0.7665 0.7655 -0.0010 -0.1% 0.7578
Close 0.7677 0.7697 0.0021 0.3% 0.7674
Range 0.0026 0.0045 0.0020 78.4% 0.0129
ATR 0.0051 0.0050 0.0000 -0.7% 0.0000
Volume 5,191 549 -4,642 -89.4% 398,323
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7820 0.7804 0.7722
R3 0.7775 0.7759 0.7710
R2 0.7729 0.7729 0.7705
R1 0.7713 0.7713 0.7701 0.7721
PP 0.7684 0.7684 0.7684 0.7688
S1 0.7668 0.7668 0.7693 0.7676
S2 0.7638 0.7638 0.7689
S3 0.7593 0.7622 0.7684
S4 0.7547 0.7577 0.7672
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 0.7647 0.0060 0.8% 0.0040 0.5% 83% False False 54,301
10 0.7707 0.7562 0.0145 1.9% 0.0044 0.6% 93% False False 65,697
20 0.7763 0.7562 0.0201 2.6% 0.0050 0.6% 67% False False 72,977
40 0.7763 0.7562 0.0201 2.6% 0.0049 0.6% 67% False False 70,348
60 0.7763 0.7481 0.0283 3.7% 0.0050 0.6% 77% False False 70,091
80 0.7817 0.7481 0.0337 4.4% 0.0052 0.7% 64% False False 61,714
100 0.7875 0.7481 0.0395 5.1% 0.0052 0.7% 55% False False 49,610
120 0.8000 0.7481 0.0520 6.7% 0.0051 0.7% 42% False False 41,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7893
2.618 0.7819
1.618 0.7774
1.000 0.7745
0.618 0.7728
HIGH 0.7700
0.618 0.7683
0.500 0.7677
0.382 0.7672
LOW 0.7655
0.618 0.7626
1.000 0.7609
1.618 0.7581
2.618 0.7535
4.250 0.7461
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 0.7690 0.7691
PP 0.7684 0.7685
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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