CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 18-Oct-2018

Day Change Summary
	Previous	Current
	17-Oct-2018	18-Oct-2018	Change	Change %	Previous Week
Open	0.7740	0.7688	-0.0052	-0.7%	0.7737
High	0.7741	0.7690	-0.0052	-0.7%	0.7746
Low	0.7686	0.7648	-0.0038	-0.5%	0.7660
Close	0.7694	0.7655	-0.0039	-0.5%	0.7673
Range	0.0056	0.0042	-0.0014	-25.2%	0.0086
ATR	0.0049	0.0049	0.0000	-0.5%	0.0000
Volume	63,905	66,428	2,523	3.9%	319,053

Daily Pivots for day following 18-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7789	0.7763	0.7677
R3	0.7747	0.7722	0.7666
R2	0.7706	0.7706	0.7662
R1	0.7680	0.7680	0.7658	0.7672
PP	0.7664	0.7664	0.7664	0.7660
S1	0.7639	0.7639	0.7651	0.7631
S2	0.7623	0.7623	0.7647
S3	0.7581	0.7597	0.7643
S4	0.7540	0.7556	0.7632

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7951	0.7898	0.7720
R3	0.7865	0.7812	0.7697
R2	0.7779	0.7779	0.7689
R1	0.7726	0.7726	0.7681	0.7709
PP	0.7693	0.7693	0.7693	0.7684
S1	0.7640	0.7640	0.7665	0.7623
S2	0.7607	0.7607	0.7657
S3	0.7521	0.7554	0.7649
S4	0.7435	0.7468	0.7626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7751	0.7648	0.0103	1.3%	0.0046	0.6%	6%	False	True	62,338
10	0.7770	0.7648	0.0122	1.6%	0.0047	0.6%	5%	False	True	63,888
20	0.7836	0.7648	0.0188	2.4%	0.0046	0.6%	3%	False	True	67,490
40	0.7836	0.7575	0.0260	3.4%	0.0048	0.6%	31%	False	False	46,441
60	0.7836	0.7575	0.0260	3.4%	0.0045	0.6%	31%	False	False	31,029
80	0.7836	0.7500	0.0335	4.4%	0.0045	0.6%	46%	False	False	23,306
100	0.7836	0.7500	0.0336	4.4%	0.0046	0.6%	46%	False	False	18,689
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	41%	False	False	15,601

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7866
2.618	0.7798
1.618	0.7757
1.000	0.7731
0.618	0.7715
HIGH	0.7690
0.618	0.7674
0.500	0.7669
0.382	0.7664
LOW	0.7648
0.618	0.7622
1.000	0.7607
1.618	0.7581
2.618	0.7539
4.250	0.7472

Fisher Pivots for day following 18-Oct-2018
Pivot	1 day	3 day
R1	0.7669	0.7699
PP	0.7664	0.7684
S1	0.7659	0.7669

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols