CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Feb-2018
Day Change Summary
Previous Current
31-Jan-2018 01-Feb-2018 Change Change % Previous Week
Open 0.8176 0.8176 0.0000 0.0% 0.8046
High 0.8176 0.8177 0.0001 0.0% 0.8163
Low 0.8137 0.8176 0.0039 0.5% 0.8046
Close 0.8155 0.8177 0.0022 0.3% 0.8144
Range 0.0039 0.0001 -0.0038 -98.7% 0.0117
ATR 0.0039 0.0038 -0.0001 -3.2% 0.0000
Volume 11 1 -10 -90.9% 22
Daily Pivots for day following 01-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8178 0.8178 0.8177
R3 0.8177 0.8177 0.8177
R2 0.8177 0.8177 0.8177
R1 0.8177 0.8177 0.8177 0.8177
PP 0.8176 0.8176 0.8176 0.8176
S1 0.8176 0.8176 0.8176 0.8176
S2 0.8176 0.8176 0.8176
S3 0.8175 0.8176 0.8176
S4 0.8175 0.8175 0.8176
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 0.8177 0.8123 0.0054 0.7% 0.0016 0.2% 100% True False 3
10 0.8177 0.8039 0.0138 1.7% 0.0027 0.3% 100% True False 5
20 0.8177 0.7978 0.0199 2.4% 0.0029 0.4% 100% True False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0003
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8179
2.618 0.8178
1.618 0.8177
1.000 0.8177
0.618 0.8177
HIGH 0.8177
0.618 0.8176
0.500 0.8176
0.382 0.8176
LOW 0.8176
0.618 0.8176
1.000 0.8175
1.618 0.8175
2.618 0.8175
4.250 0.8174
Fisher Pivots for day following 01-Feb-2018
Pivot 1 day 3 day
R1 0.8176 0.8168
PP 0.8176 0.8159
S1 0.8176 0.8150

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

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