CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Feb-2018
Day Change Summary
Previous Current
06-Feb-2018 07-Feb-2018 Change Change % Previous Week
Open 0.8006 0.8018 0.0012 0.1% 0.8124
High 0.8015 0.8018 0.0003 0.0% 0.8177
Low 0.7995 0.7982 -0.0013 -0.2% 0.8087
Close 0.8013 0.7982 -0.0031 -0.4% 0.8100
Range 0.0020 0.0036 0.0016 82.5% 0.0090
ATR 0.0043 0.0042 0.0000 -1.1% 0.0000
Volume 93 70 -23 -24.7% 33
Daily Pivots for day following 07-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8103 0.8079 0.8002
R3 0.8067 0.8042 0.7992
R2 0.8030 0.8030 0.7988
R1 0.8006 0.8006 0.7985 0.8000
PP 0.7994 0.7994 0.7994 0.7991
S1 0.7969 0.7969 0.7978 0.7963
S2 0.7957 0.7957 0.7975
S3 0.7921 0.7933 0.7971
S4 0.7884 0.7896 0.7961
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 0.7982 0.0195 2.4% 0.0037 0.5% 0% False True 46
10 0.8177 0.7982 0.0195 2.4% 0.0033 0.4% 0% False True 26
20 0.8177 0.7978 0.0199 2.5% 0.0036 0.5% 2% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8173
2.618 0.8114
1.618 0.8077
1.000 0.8054
0.618 0.8041
HIGH 0.8018
0.618 0.8004
0.500 0.8000
0.382 0.7995
LOW 0.7982
0.618 0.7959
1.000 0.7945
1.618 0.7922
2.618 0.7886
4.250 0.7826
Fisher Pivots for day following 07-Feb-2018
Pivot 1 day 3 day
R1 0.8000 0.8029
PP 0.7994 0.8013
S1 0.7988 0.7997

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

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