CME Canadian Dollar Future June 2018


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 0.7805 0.7800 -0.0005 -0.1% 0.7800
High 0.7806 0.7803 -0.0004 0.0% 0.7885
Low 0.7794 0.7766 -0.0028 -0.4% 0.7782
Close 0.7794 0.7787 -0.0007 -0.1% 0.7788
Range 0.0013 0.0037 0.0024 192.0% 0.0103
ATR 0.0050 0.0049 -0.0001 -1.9% 0.0000
Volume 36 34 -2 -5.6% 783
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7895 0.7877 0.7807
R3 0.7858 0.7841 0.7797
R2 0.7822 0.7822 0.7793
R1 0.7804 0.7804 0.7790 0.7795
PP 0.7785 0.7785 0.7785 0.7780
S1 0.7768 0.7768 0.7783 0.7758
S2 0.7749 0.7749 0.7780
S3 0.7712 0.7731 0.7776
S4 0.7676 0.7695 0.7766
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8127 0.8060 0.7844
R3 0.8024 0.7957 0.7816
R2 0.7921 0.7921 0.7806
R1 0.7854 0.7854 0.7797 0.7836
PP 0.7818 0.7818 0.7818 0.7809
S1 0.7751 0.7751 0.7778 0.7733
S2 0.7715 0.7715 0.7769
S3 0.7612 0.7648 0.7759
S4 0.7509 0.7545 0.7731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7766 0.0119 1.5% 0.0052 0.7% 17% False True 147
10 0.7918 0.7766 0.0152 2.0% 0.0047 0.6% 13% False True 100
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7898
1.618 0.7862
1.000 0.7839
0.618 0.7825
HIGH 0.7803
0.618 0.7789
0.500 0.7784
0.382 0.7780
LOW 0.7766
0.618 0.7743
1.000 0.7730
1.618 0.7707
2.618 0.7670
4.250 0.7611
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 0.7786 0.7818
PP 0.7785 0.7808
S1 0.7784 0.7797

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

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