CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 0.7689 0.7718 0.0029 0.4% 0.7840
High 0.7690 0.7783 0.0094 1.2% 0.7840
Low 0.7683 0.7715 0.0032 0.4% 0.7679
Close 0.7685 0.7777 0.0092 1.2% 0.7679
Range 0.0007 0.0069 0.0062 878.6% 0.0162
ATR 0.0042 0.0046 0.0004 9.4% 0.0000
Volume 8 125 117 1,462.5% 1,067
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7964 0.7939 0.7815
R3 0.7895 0.7870 0.7796
R2 0.7827 0.7827 0.7790
R1 0.7802 0.7802 0.7783 0.7814
PP 0.7758 0.7758 0.7758 0.7764
S1 0.7733 0.7733 0.7771 0.7746
S2 0.7690 0.7690 0.7764
S3 0.7621 0.7665 0.7758
S4 0.7553 0.7596 0.7739
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 0.7783 0.7679 0.0105 1.3% 0.0036 0.5% 94% True False 90
10 0.7840 0.7679 0.0162 2.1% 0.0035 0.5% 61% False False 132
20 0.7963 0.7679 0.0285 3.7% 0.0036 0.5% 35% False False 104
40 0.8177 0.7679 0.0498 6.4% 0.0037 0.5% 20% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8074
2.618 0.7962
1.618 0.7894
1.000 0.7852
0.618 0.7825
HIGH 0.7783
0.618 0.7757
0.500 0.7749
0.382 0.7741
LOW 0.7715
0.618 0.7672
1.000 0.7646
1.618 0.7604
2.618 0.7535
4.250 0.7423
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 0.7768 0.7762
PP 0.7758 0.7746
S1 0.7749 0.7731

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

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