CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 0.8063 0.8006 -0.0057 -0.7% 0.8124
High 0.8077 0.8015 -0.0062 -0.8% 0.8177
Low 0.8022 0.7995 -0.0027 -0.3% 0.8087
Close 0.8022 0.8013 -0.0010 -0.1% 0.8100
Range 0.0055 0.0020 -0.0035 -63.6% 0.0090
ATR 0.0044 0.0043 -0.0001 -2.8% 0.0000
Volume 53 93 40 75.5% 33
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8068 0.8060 0.8024
R3 0.8048 0.8040 0.8018
R2 0.8028 0.8028 0.8016
R1 0.8020 0.8020 0.8014 0.8024
PP 0.8008 0.8008 0.8008 0.8009
S1 0.8000 0.8000 0.8011 0.8004
S2 0.7988 0.7988 0.8009
S3 0.7968 0.7980 0.8007
S4 0.7948 0.7960 0.8002
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 0.7995 0.0182 2.3% 0.0038 0.5% 10% False True 34
10 0.8177 0.7995 0.0182 2.3% 0.0035 0.4% 10% False True 19
20 0.8177 0.7978 0.0199 2.5% 0.0035 0.4% 18% False False 29
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8100
2.618 0.8067
1.618 0.8047
1.000 0.8035
0.618 0.8027
HIGH 0.8015
0.618 0.8007
0.500 0.8005
0.382 0.8003
LOW 0.7995
0.618 0.7983
1.000 0.7975
1.618 0.7963
2.618 0.7943
4.250 0.7910
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 0.8010 0.8078
PP 0.8008 0.8056
S1 0.8005 0.8034

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

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