CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 0.7790 0.7778 -0.0012 -0.2% 0.7684
High 0.7805 0.7801 -0.0004 -0.1% 0.7828
Low 0.7769 0.7778 0.0009 0.1% 0.7679
Close 0.7778 0.7788 0.0010 0.1% 0.7809
Range 0.0037 0.0024 -0.0013 -35.6% 0.0149
ATR 0.0042 0.0041 -0.0001 -3.2% 0.0000
Volume 43 91 48 111.6% 278
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7859 0.7847 0.7800
R3 0.7836 0.7823 0.7794
R2 0.7812 0.7812 0.7792
R1 0.7800 0.7800 0.7790 0.7806
PP 0.7789 0.7789 0.7789 0.7792
S1 0.7776 0.7776 0.7785 0.7783
S2 0.7765 0.7765 0.7783
S3 0.7742 0.7753 0.7781
S4 0.7718 0.7729 0.7775
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8219 0.8163 0.7890
R3 0.8070 0.8014 0.7849
R2 0.7921 0.7921 0.7836
R1 0.7865 0.7865 0.7822 0.7893
PP 0.7772 0.7772 0.7772 0.7786
S1 0.7716 0.7716 0.7795 0.7744
S2 0.7623 0.7623 0.7781
S3 0.7474 0.7567 0.7768
S4 0.7325 0.7418 0.7727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7828 0.7769 0.0060 0.8% 0.0032 0.4% 32% False False 50
10 0.7828 0.7679 0.0150 1.9% 0.0030 0.4% 73% False False 63
20 0.7840 0.7679 0.0162 2.1% 0.0034 0.4% 67% False False 96
40 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 22% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7863
1.618 0.7839
1.000 0.7825
0.618 0.7816
HIGH 0.7801
0.618 0.7792
0.500 0.7789
0.382 0.7786
LOW 0.7778
0.618 0.7763
1.000 0.7754
1.618 0.7739
2.618 0.7716
4.250 0.7678
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 0.7789 0.7794
PP 0.7789 0.7792
S1 0.7788 0.7790

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

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