CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 0.8055 0.8083 0.0028 0.3% 0.8052
High 0.8068 0.8141 0.0073 0.9% 0.8108
Low 0.8051 0.8083 0.0032 0.4% 0.8027
Close 0.8068 0.8141 0.0073 0.9% 0.8039
Range 0.0017 0.0058 0.0041 241.2% 0.0082
ATR 0.0039 0.0041 0.0002 6.3% 0.0000
Volume 6 1 -5 -83.3% 130
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8295 0.8276 0.8172
R3 0.8237 0.8218 0.8156
R2 0.8179 0.8179 0.8151
R1 0.8160 0.8160 0.8146 0.8170
PP 0.8121 0.8121 0.8121 0.8126
S1 0.8102 0.8102 0.8135 0.8112
S2 0.8063 0.8063 0.8130
S3 0.8005 0.8044 0.8125
S4 0.7947 0.7986 0.8109
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 0.8141 0.8039 0.0102 1.3% 0.0028 0.3% 100% True False 5
10 0.8141 0.7978 0.0163 2.0% 0.0039 0.5% 100% True False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8387
2.618 0.8292
1.618 0.8234
1.000 0.8199
0.618 0.8176
HIGH 0.8141
0.618 0.8118
0.500 0.8112
0.382 0.8105
LOW 0.8083
0.618 0.8047
1.000 0.8025
1.618 0.7989
2.618 0.7931
4.250 0.7836
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 0.8131 0.8125
PP 0.8121 0.8109
S1 0.8112 0.8093

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

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