CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 0.8176 0.8162 -0.0014 -0.2% 0.8124
High 0.8177 0.8162 -0.0015 -0.2% 0.8177
Low 0.8176 0.8087 -0.0089 -1.1% 0.8087
Close 0.8177 0.8100 -0.0077 -0.9% 0.8100
Range 0.0001 0.0075 0.0074 14,770.5% 0.0090
ATR 0.0038 0.0041 0.0004 9.8% 0.0000
Volume 1 15 14 1,400.0% 33
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8340 0.8294 0.8141
R3 0.8265 0.8220 0.8120
R2 0.8191 0.8191 0.8114
R1 0.8145 0.8145 0.8107 0.8131
PP 0.8116 0.8116 0.8116 0.8109
S1 0.8071 0.8071 0.8093 0.8056
S2 0.8042 0.8042 0.8086
S3 0.7967 0.7996 0.8080
S4 0.7893 0.7922 0.8059
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8390 0.8334 0.8149
R3 0.8300 0.8245 0.8125
R2 0.8211 0.8211 0.8116
R1 0.8155 0.8155 0.8108 0.8138
PP 0.8121 0.8121 0.8121 0.8113
S1 0.8066 0.8066 0.8092 0.8049
S2 0.8032 0.8032 0.8084
S3 0.7942 0.7976 0.8075
S4 0.7853 0.7887 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8177 0.8087 0.0090 1.1% 0.0030 0.4% 15% False True 6
10 0.8177 0.8046 0.0131 1.6% 0.0031 0.4% 42% False False 5
20 0.8177 0.7978 0.0199 2.5% 0.0032 0.4% 62% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8478
2.618 0.8357
1.618 0.8282
1.000 0.8236
0.618 0.8208
HIGH 0.8162
0.618 0.8133
0.500 0.8124
0.382 0.8115
LOW 0.8087
0.618 0.8041
1.000 0.8012
1.618 0.7966
2.618 0.7892
4.250 0.7770
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 0.8124 0.8132
PP 0.8116 0.8121
S1 0.8108 0.8111

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

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