CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Jan-2018
Day Change Summary
Previous Current
18-Jan-2018 19-Jan-2018 Change Change % Previous Week
Open 0.8071 0.8068 -0.0003 0.0% 0.8052
High 0.8071 0.8074 0.0003 0.0% 0.8108
Low 0.8054 0.8039 -0.0016 -0.2% 0.8027
Close 0.8071 0.8039 -0.0033 -0.4% 0.8039
Range 0.0017 0.0036 0.0019 108.8% 0.0082
ATR
Volume 0 15 15 130
Daily Pivots for day following 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8157 0.8133 0.8058
R3 0.8121 0.8098 0.8048
R2 0.8086 0.8086 0.8045
R1 0.8062 0.8062 0.8042 0.8056
PP 0.8050 0.8050 0.8050 0.8047
S1 0.8027 0.8027 0.8035 0.8021
S2 0.8015 0.8015 0.8032
S3 0.7979 0.7991 0.8029
S4 0.7944 0.7956 0.8019
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8302 0.8252 0.8083
R3 0.8221 0.8170 0.8061
R2 0.8139 0.8139 0.8053
R1 0.8089 0.8089 0.8046 0.8073
PP 0.8058 0.8058 0.8058 0.8050
S1 0.8007 0.8007 0.8031 0.7992
S2 0.7976 0.7976 0.8024
S3 0.7895 0.7926 0.8016
S4 0.7813 0.7844 0.7994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8108 0.8007 0.0101 1.3% 0.0039 0.5% 31% False False 44
10 0.8109 0.7978 0.0132 1.6% 0.0034 0.4% 46% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8225
2.618 0.8167
1.618 0.8131
1.000 0.8110
0.618 0.8096
HIGH 0.8074
0.618 0.8060
0.500 0.8056
0.382 0.8052
LOW 0.8039
0.618 0.8017
1.000 0.8003
1.618 0.7981
2.618 0.7946
4.250 0.7888
Fisher Pivots for day following 19-Jan-2018
Pivot 1 day 3 day
R1 0.8056 0.8067
PP 0.8050 0.8058
S1 0.8044 0.8048

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

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