CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 0.8136 0.8176 0.0040 0.5% 0.8046
High 0.8142 0.8176 0.0034 0.4% 0.8163
Low 0.8123 0.8137 0.0014 0.2% 0.8046
Close 0.8142 0.8155 0.0013 0.2% 0.8144
Range 0.0019 0.0039 0.0020 105.3% 0.0117
ATR 0.0039 0.0039 0.0000 0.0% 0.0000
Volume 4 11 7 175.0% 22
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8273 0.8253 0.8176
R3 0.8234 0.8214 0.8166
R2 0.8195 0.8195 0.8162
R1 0.8175 0.8175 0.8159 0.8166
PP 0.8156 0.8156 0.8156 0.8151
S1 0.8136 0.8136 0.8151 0.8127
S2 0.8117 0.8117 0.8148
S3 0.8078 0.8097 0.8144
S4 0.8039 0.8058 0.8134
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 0.8176 0.8099 0.0078 1.0% 0.0029 0.4% 73% True False 5
10 0.8176 0.8039 0.0138 1.7% 0.0028 0.3% 85% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8342
2.618 0.8278
1.618 0.8239
1.000 0.8215
0.618 0.8200
HIGH 0.8176
0.618 0.8161
0.500 0.8157
0.382 0.8152
LOW 0.8137
0.618 0.8113
1.000 0.8098
1.618 0.8074
2.618 0.8035
4.250 0.7971
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 0.8157 0.8153
PP 0.8156 0.8151
S1 0.8156 0.8150

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

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