CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 0.7978 0.7937 -0.0041 -0.5% 0.7996
High 0.7981 0.7960 -0.0021 -0.3% 0.8051
Low 0.7948 0.7920 -0.0028 -0.4% 0.7941
Close 0.7948 0.7925 -0.0023 -0.3% 0.8004
Range 0.0033 0.0040 0.0007 21.5% 0.0110
ATR 0.0043 0.0043 0.0000 -0.6% 0.0000
Volume 121 200 79 65.3% 320
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8053 0.8029 0.7947
R3 0.8014 0.7989 0.7936
R2 0.7974 0.7974 0.7932
R1 0.7950 0.7950 0.7929 0.7942
PP 0.7935 0.7935 0.7935 0.7931
S1 0.7910 0.7910 0.7921 0.7903
S2 0.7895 0.7895 0.7918
S3 0.7856 0.7871 0.7914
S4 0.7816 0.7831 0.7903
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 0.7920 0.0131 1.7% 0.0047 0.6% 4% False True 94
10 0.8051 0.7920 0.0131 1.7% 0.0039 0.5% 4% False True 77
20 0.8177 0.7920 0.0257 3.2% 0.0037 0.5% 2% False True 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8127
2.618 0.8063
1.618 0.8023
1.000 0.7999
0.618 0.7984
HIGH 0.7960
0.618 0.7944
0.500 0.7940
0.382 0.7935
LOW 0.7920
0.618 0.7896
1.000 0.7881
1.618 0.7856
2.618 0.7817
4.250 0.7752
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 0.7940 0.7986
PP 0.7935 0.7965
S1 0.7930 0.7945

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

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