CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 0.7765 0.7760 -0.0005 -0.1% 0.7750
High 0.7777 0.7760 -0.0017 -0.2% 0.7836
Low 0.7756 0.7699 -0.0057 -0.7% 0.7736
Close 0.7770 0.7703 -0.0067 -0.9% 0.7834
Range 0.0021 0.0061 0.0040 197.5% 0.0100
ATR 0.0046 0.0047 0.0002 3.9% 0.0000
Volume 555 102 -453 -81.6% 224
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7903 0.7864 0.7736
R3 0.7842 0.7803 0.7719
R2 0.7781 0.7781 0.7714
R1 0.7742 0.7742 0.7708 0.7731
PP 0.7721 0.7721 0.7721 0.7715
S1 0.7681 0.7681 0.7697 0.7670
S2 0.7660 0.7660 0.7691
S3 0.7599 0.7620 0.7686
S4 0.7538 0.7559 0.7669
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8102 0.8068 0.7889
R3 0.8002 0.7968 0.7861
R2 0.7902 0.7902 0.7852
R1 0.7868 0.7868 0.7843 0.7885
PP 0.7802 0.7802 0.7802 0.7810
S1 0.7768 0.7768 0.7824 0.7785
S2 0.7702 0.7702 0.7815
S3 0.7602 0.7668 0.7806
S4 0.7502 0.7568 0.7779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7840 0.7699 0.0141 1.8% 0.0038 0.5% 2% False True 183
10 0.7840 0.7699 0.0141 1.8% 0.0038 0.5% 2% False True 129
20 0.8051 0.7699 0.0352 4.6% 0.0038 0.5% 1% False True 105
40 0.8177 0.7699 0.0478 6.2% 0.0036 0.5% 1% False True 68
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7920
1.618 0.7859
1.000 0.7821
0.618 0.7798
HIGH 0.7760
0.618 0.7737
0.500 0.7730
0.382 0.7722
LOW 0.7699
0.618 0.7661
1.000 0.7638
1.618 0.7600
2.618 0.7539
4.250 0.7440
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.7730 0.7763
PP 0.7721 0.7743
S1 0.7712 0.7723

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

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