CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 0.7981 0.8039 0.0058 0.7% 0.8063
High 0.8023 0.8045 0.0023 0.3% 0.8077
Low 0.7941 0.8013 0.0072 0.9% 0.7928
Close 0.8021 0.8042 0.0021 0.3% 0.7959
Range 0.0082 0.0032 -0.0050 -60.7% 0.0149
ATR 0.0042 0.0042 -0.0001 -1.7% 0.0000
Volume 89 31 -58 -65.2% 279
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8129 0.8117 0.8059
R3 0.8097 0.8085 0.8050
R2 0.8065 0.8065 0.8047
R1 0.8053 0.8053 0.8044 0.8059
PP 0.8033 0.8033 0.8033 0.8036
S1 0.8021 0.8021 0.8039 0.8027
S2 0.8001 0.8001 0.8036
S3 0.7969 0.7989 0.8033
S4 0.7937 0.7957 0.8024
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 0.8045 0.7928 0.0117 1.5% 0.0045 0.6% 97% True False 67
10 0.8162 0.7928 0.0234 2.9% 0.0042 0.5% 49% False False 58
20 0.8177 0.7928 0.0249 3.1% 0.0034 0.4% 46% False False 31
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8181
2.618 0.8129
1.618 0.8097
1.000 0.8077
0.618 0.8065
HIGH 0.8045
0.618 0.8033
0.500 0.8029
0.382 0.8025
LOW 0.8013
0.618 0.7993
1.000 0.7981
1.618 0.7961
2.618 0.7929
4.250 0.7877
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 0.8037 0.8025
PP 0.8033 0.8009
S1 0.8029 0.7993

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

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