CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 0.8039 0.8050 0.0012 0.1% 0.7996
High 0.8045 0.8051 0.0006 0.1% 0.8051
Low 0.8013 0.8000 -0.0013 -0.2% 0.7941
Close 0.8042 0.8004 -0.0038 -0.5% 0.8004
Range 0.0032 0.0051 0.0019 59.4% 0.0110
ATR 0.0042 0.0042 0.0001 1.6% 0.0000
Volume 31 33 2 6.5% 320
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8171 0.8138 0.8032
R3 0.8120 0.8087 0.8018
R2 0.8069 0.8069 0.8013
R1 0.8036 0.8036 0.8008 0.8027
PP 0.8018 0.8018 0.8018 0.8014
S1 0.7985 0.7985 0.7999 0.7976
S2 0.7967 0.7967 0.7994
S3 0.7916 0.7934 0.7989
S4 0.7865 0.7883 0.7975
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8329 0.8276 0.8064
R3 0.8219 0.8166 0.8034
R2 0.8109 0.8109 0.8024
R1 0.8056 0.8056 0.8014 0.8082
PP 0.7999 0.7999 0.7999 0.8012
S1 0.7946 0.7946 0.7993 0.7972
S2 0.7889 0.7889 0.7983
S3 0.7779 0.7836 0.7973
S4 0.7669 0.7726 0.7943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8051 0.7941 0.0110 1.4% 0.0046 0.6% 57% True False 64
10 0.8077 0.7928 0.0149 1.9% 0.0039 0.5% 51% False False 59
20 0.8177 0.7928 0.0249 3.1% 0.0035 0.4% 31% 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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8268
2.618 0.8185
1.618 0.8134
1.000 0.8102
0.618 0.8083
HIGH 0.8051
0.618 0.8032
0.500 0.8026
0.382 0.8019
LOW 0.8000
0.618 0.7968
1.000 0.7949
1.618 0.7917
2.618 0.7866
4.250 0.7783
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 0.8026 0.8001
PP 0.8018 0.7999
S1 0.8011 0.7996

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

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