CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 0.8148 0.8148 0.0001 0.0% 0.8046
High 0.8163 0.8149 -0.0015 -0.2% 0.8163
Low 0.8099 0.8144 0.0045 0.6% 0.8046
Close 0.8114 0.8144 0.0029 0.4% 0.8144
Range 0.0065 0.0005 -0.0060 -92.2% 0.0117
ATR 0.0043 0.0042 -0.0001 -1.4% 0.0000
Volume 10 1 -9 -90.0% 22
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8160 0.8157 0.8146
R3 0.8155 0.8152 0.8145
R2 0.8150 0.8150 0.8144
R1 0.8147 0.8147 0.8144 0.8146
PP 0.8145 0.8145 0.8145 0.8145
S1 0.8142 0.8142 0.8143 0.8141
S2 0.8140 0.8140 0.8143
S3 0.8135 0.8137 0.8142
S4 0.8130 0.8132 0.8141
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8470 0.8424 0.8208
R3 0.8352 0.8307 0.8176
R2 0.8235 0.8235 0.8165
R1 0.8189 0.8189 0.8154 0.8212
PP 0.8117 0.8117 0.8117 0.8129
S1 0.8072 0.8072 0.8133 0.8095
S2 0.8000 0.8000 0.8122
S3 0.7882 0.7954 0.8111
S4 0.7765 0.7837 0.8079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8163 0.8046 0.0117 1.4% 0.0031 0.4% 83% False False 4
10 0.8163 0.8007 0.0156 1.9% 0.0035 0.4% 87% False False 24
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8170
2.618 0.8162
1.618 0.8157
1.000 0.8154
0.618 0.8152
HIGH 0.8149
0.618 0.8147
0.500 0.8146
0.382 0.8145
LOW 0.8144
0.618 0.8140
1.000 0.8139
1.618 0.8135
2.618 0.8130
4.250 0.8122
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 0.8146 0.8137
PP 0.8145 0.8130
S1 0.8144 0.8123

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

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