CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 0.8148 0.8124 -0.0024 -0.3% 0.8046
High 0.8149 0.8142 -0.0007 -0.1% 0.8163
Low 0.8144 0.8124 -0.0020 -0.2% 0.8046
Close 0.8144 0.8142 -0.0002 0.0% 0.8144
Range 0.0005 0.0018 0.0013 260.0% 0.0117
ATR 0.0042 0.0041 -0.0002 -3.8% 0.0000
Volume 1 2 1 100.0% 22
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8190 0.8184 0.8152
R3 0.8172 0.8166 0.8147
R2 0.8154 0.8154 0.8145
R1 0.8148 0.8148 0.8144 0.8151
PP 0.8136 0.8136 0.8136 0.8138
S1 0.8130 0.8130 0.8140 0.8133
S2 0.8118 0.8118 0.8139
S3 0.8100 0.8112 0.8137
S4 0.8082 0.8094 0.8132
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 0.8051 0.0112 1.4% 0.0033 0.4% 81% False False 4
10 0.8163 0.8027 0.0137 1.7% 0.0034 0.4% 85% False False 15
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8189
1.618 0.8171
1.000 0.8160
0.618 0.8153
HIGH 0.8142
0.618 0.8135
0.500 0.8133
0.382 0.8131
LOW 0.8124
0.618 0.8113
1.000 0.8106
1.618 0.8095
2.618 0.8077
4.250 0.8048
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 0.8139 0.8138
PP 0.8136 0.8135
S1 0.8133 0.8131

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

View Archives - Comment on this page... - Back to Index of Symbols