CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 0.8162 0.8063 -0.0099 -1.2% 0.8124
High 0.8162 0.8077 -0.0085 -1.0% 0.8177
Low 0.8087 0.8022 -0.0065 -0.8% 0.8087
Close 0.8100 0.8022 -0.0078 -1.0% 0.8100
Range 0.0075 0.0055 -0.0020 -26.2% 0.0090
ATR 0.0041 0.0044 0.0003 6.3% 0.0000
Volume 15 53 38 253.3% 33
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8205 0.8169 0.8052
R3 0.8150 0.8114 0.8037
R2 0.8095 0.8095 0.8032
R1 0.8059 0.8059 0.8027 0.8050
PP 0.8040 0.8040 0.8040 0.8036
S1 0.8004 0.8004 0.8017 0.7995
S2 0.7985 0.7985 0.8012
S3 0.7930 0.7949 0.8007
S4 0.7875 0.7894 0.7992
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 0.8022 0.0155 1.9% 0.0038 0.5% 0% False True 16
10 0.8177 0.8022 0.0155 1.9% 0.0035 0.4% 0% False True 10
20 0.8177 0.7978 0.0199 2.5% 0.0034 0.4% 22% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8311
2.618 0.8221
1.618 0.8166
1.000 0.8132
0.618 0.8111
HIGH 0.8077
0.618 0.8056
0.500 0.8050
0.382 0.8043
LOW 0.8022
0.618 0.7988
1.000 0.7967
1.618 0.7933
2.618 0.7878
4.250 0.7788
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 0.8050 0.8099
PP 0.8040 0.8074
S1 0.8031 0.8048

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

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