CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 0.7825 0.7837 0.0012 0.1% 0.7948
High 0.7844 0.7837 -0.0008 -0.1% 0.7963
Low 0.7797 0.7785 -0.0012 -0.2% 0.7785
Close 0.7835 0.7793 -0.0043 -0.5% 0.7793
Range 0.0047 0.0052 0.0005 10.6% 0.0179
ATR 0.0044 0.0045 0.0001 1.3% 0.0000
Volume 68 177 109 160.3% 467
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7960 0.7928 0.7821
R3 0.7908 0.7876 0.7807
R2 0.7856 0.7856 0.7802
R1 0.7824 0.7824 0.7797 0.7815
PP 0.7805 0.7805 0.7805 0.7800
S1 0.7773 0.7773 0.7788 0.7763
S2 0.7753 0.7753 0.7783
S3 0.7701 0.7721 0.7778
S4 0.7649 0.7669 0.7764
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8382 0.8266 0.7891
R3 0.8204 0.8087 0.7842
R2 0.8025 0.8025 0.7825
R1 0.7909 0.7909 0.7809 0.7878
PP 0.7847 0.7847 0.7847 0.7831
S1 0.7730 0.7730 0.7776 0.7699
S2 0.7668 0.7668 0.7760
S3 0.7490 0.7552 0.7743
S4 0.7311 0.7373 0.7694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7963 0.7785 0.0179 2.3% 0.0042 0.5% 4% False True 93
10 0.8051 0.7785 0.0266 3.4% 0.0040 0.5% 3% False True 97
20 0.8162 0.7785 0.0377 4.8% 0.0041 0.5% 2% False True 77
40 0.8177 0.7785 0.0392 5.0% 0.0035 0.5% 2% False True 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.7973
1.618 0.7921
1.000 0.7888
0.618 0.7869
HIGH 0.7837
0.618 0.7817
0.500 0.7811
0.382 0.7804
LOW 0.7785
0.618 0.7752
1.000 0.7733
1.618 0.7700
2.618 0.7648
4.250 0.7564
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 0.7811 0.7824
PP 0.7805 0.7813
S1 0.7799 0.7803

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

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