CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 0.8050 0.7978 -0.0072 -0.9% 0.7996
High 0.8051 0.7981 -0.0071 -0.9% 0.8051
Low 0.8000 0.7948 -0.0052 -0.7% 0.7941
Close 0.8004 0.7948 -0.0056 -0.7% 0.8004
Range 0.0051 0.0033 -0.0019 -36.3% 0.0110
ATR 0.0042 0.0043 0.0001 2.2% 0.0000
Volume 33 121 88 266.7% 320
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8056 0.8035 0.7966
R3 0.8024 0.8002 0.7957
R2 0.7991 0.7991 0.7954
R1 0.7970 0.7970 0.7951 0.7964
PP 0.7959 0.7959 0.7959 0.7956
S1 0.7937 0.7937 0.7945 0.7932
S2 0.7926 0.7926 0.7942
S3 0.7894 0.7905 0.7939
S4 0.7861 0.7872 0.7930
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% 0.0045 0.6% 6% False False 77
10 0.8051 0.7928 0.0123 1.6% 0.0037 0.5% 17% False False 66
20 0.8177 0.7928 0.0249 3.1% 0.0036 0.5% 8% False False 38
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8119
2.618 0.8066
1.618 0.8033
1.000 0.8013
0.618 0.8001
HIGH 0.7981
0.618 0.7968
0.500 0.7964
0.382 0.7960
LOW 0.7948
0.618 0.7928
1.000 0.7916
1.618 0.7895
2.618 0.7863
4.250 0.7810
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 0.7964 0.8000
PP 0.7959 0.7982
S1 0.7953 0.7965

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

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