CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 0.7700 0.7684 -0.0016 -0.2% 0.7840
High 0.7700 0.7702 0.0002 0.0% 0.7840
Low 0.7679 0.7679 0.0001 0.0% 0.7679
Close 0.7679 0.7700 0.0021 0.3% 0.7679
Range 0.0022 0.0023 0.0001 4.7% 0.0162
ATR 0.0046 0.0044 -0.0002 -3.6% 0.0000
Volume 176 39 -137 -77.8% 1,067
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7761 0.7753 0.7712
R3 0.7738 0.7730 0.7706
R2 0.7716 0.7716 0.7704
R1 0.7708 0.7708 0.7702 0.7712
PP 0.7693 0.7693 0.7693 0.7695
S1 0.7685 0.7685 0.7697 0.7689
S2 0.7671 0.7671 0.7695
S3 0.7648 0.7663 0.7693
S4 0.7626 0.7640 0.7687
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8217 0.8109 0.7767
R3 0.8055 0.7948 0.7723
R2 0.7894 0.7894 0.7708
R1 0.7786 0.7786 0.7693 0.7759
PP 0.7732 0.7732 0.7732 0.7719
S1 0.7625 0.7625 0.7664 0.7598
S2 0.7571 0.7571 0.7649
S3 0.7409 0.7463 0.7634
S4 0.7248 0.7302 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7827 0.7679 0.0149 1.9% 0.0041 0.5% 14% False False 216
10 0.7840 0.7679 0.0162 2.1% 0.0035 0.5% 13% False False 130
20 0.7981 0.7679 0.0302 3.9% 0.0036 0.5% 7% False False 113
40 0.8177 0.7679 0.0498 6.5% 0.0035 0.5% 4% False False 73
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7797
2.618 0.7760
1.618 0.7738
1.000 0.7724
0.618 0.7715
HIGH 0.7702
0.618 0.7693
0.500 0.7690
0.382 0.7688
LOW 0.7679
0.618 0.7665
1.000 0.7656
1.618 0.7643
2.618 0.7620
4.250 0.7583
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.7696 0.7719
PP 0.7693 0.7713
S1 0.7690 0.7706

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

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