CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 0.7996 0.7983 -0.0013 -0.2% 0.8063
High 0.7996 0.7983 -0.0013 -0.2% 0.8077
Low 0.7957 0.7958 0.0001 0.0% 0.7928
Close 0.7960 0.7974 0.0015 0.2% 0.7959
Range 0.0039 0.0026 -0.0014 -35.4% 0.0149
ATR 0.0040 0.0039 -0.0001 -2.6% 0.0000
Volume 52 115 63 121.2% 279
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8048 0.8037 0.7988
R3 0.8023 0.8011 0.7981
R2 0.7997 0.7997 0.7979
R1 0.7986 0.7986 0.7976 0.7979
PP 0.7972 0.7972 0.7972 0.7968
S1 0.7960 0.7960 0.7972 0.7953
S2 0.7946 0.7946 0.7969
S3 0.7921 0.7935 0.7967
S4 0.7895 0.7909 0.7960
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8436 0.8347 0.8041
R3 0.8287 0.8198 0.8000
R2 0.8137 0.8137 0.7986
R1 0.8048 0.8048 0.7973 0.8018
PP 0.7988 0.7988 0.7988 0.7973
S1 0.7899 0.7899 0.7945 0.7869
S2 0.7838 0.7838 0.7932
S3 0.7689 0.7749 0.7918
S4 0.7539 0.7600 0.7877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8018 0.7928 0.0090 1.1% 0.0031 0.4% 51% False False 60
10 0.8177 0.7928 0.0249 3.1% 0.0034 0.4% 19% False False 47
20 0.8177 0.7928 0.0249 3.1% 0.0034 0.4% 19% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.8091
2.618 0.8050
1.618 0.8024
1.000 0.8009
0.618 0.7999
HIGH 0.7983
0.618 0.7973
0.500 0.7970
0.382 0.7967
LOW 0.7958
0.618 0.7942
1.000 0.7932
1.618 0.7916
2.618 0.7891
4.250 0.7849
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 0.7973 0.7970
PP 0.7972 0.7966
S1 0.7970 0.7962

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

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