CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 0.8068 0.8046 -0.0022 -0.3% 0.8052
High 0.8074 0.8057 -0.0017 -0.2% 0.8108
Low 0.8039 0.8046 0.0007 0.1% 0.8027
Close 0.8039 0.8057 0.0019 0.2% 0.8039
Range 0.0036 0.0012 -0.0024 -67.6% 0.0082
ATR
Volume 15 4 -11 -73.3% 130
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8088 0.8084 0.8063
R3 0.8076 0.8072 0.8060
R2 0.8065 0.8065 0.8059
R1 0.8061 0.8061 0.8058 0.8063
PP 0.8053 0.8053 0.8053 0.8054
S1 0.8049 0.8049 0.8056 0.8051
S2 0.8042 0.8042 0.8055
S3 0.8030 0.8038 0.8054
S4 0.8019 0.8026 0.8051
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 0.8027 0.0082 1.0% 0.0036 0.4% 37% False False 26
10 0.8108 0.7978 0.0130 1.6% 0.0032 0.4% 61% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8106
2.618 0.8087
1.618 0.8076
1.000 0.8069
0.618 0.8064
HIGH 0.8057
0.618 0.8053
0.500 0.8051
0.382 0.8050
LOW 0.8046
0.618 0.8038
1.000 0.8034
1.618 0.8027
2.618 0.8015
4.250 0.7997
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 0.8055 0.8057
PP 0.8053 0.8057
S1 0.8051 0.8056

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

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