CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 0.7778 0.7795 0.0017 0.2% 0.7801
High 0.7801 0.7808 0.0007 0.1% 0.7820
Low 0.7778 0.7765 -0.0013 -0.2% 0.7769
Close 0.7788 0.7765 -0.0023 -0.3% 0.7788
Range 0.0024 0.0044 0.0020 85.1% 0.0052
ATR 0.0041 0.0041 0.0000 0.5% 0.0000
Volume 91 56 -35 -38.5% 179
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7910 0.7881 0.7788
R3 0.7866 0.7837 0.7776
R2 0.7823 0.7823 0.7772
R1 0.7794 0.7794 0.7768 0.7786
PP 0.7779 0.7779 0.7779 0.7775
S1 0.7750 0.7750 0.7761 0.7743
S2 0.7736 0.7736 0.7757
S3 0.7692 0.7707 0.7753
S4 0.7649 0.7663 0.7741
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7947 0.7919 0.7816
R3 0.7895 0.7867 0.7802
R2 0.7844 0.7844 0.7797
R1 0.7816 0.7816 0.7792 0.7804
PP 0.7792 0.7792 0.7792 0.7786
S1 0.7764 0.7764 0.7783 0.7752
S2 0.7740 0.7740 0.7778
S3 0.7689 0.7712 0.7773
S4 0.7637 0.7661 0.7759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7820 0.7765 0.0056 0.7% 0.0033 0.4% 0% False True 47
10 0.7828 0.7679 0.0149 1.9% 0.0032 0.4% 57% False False 51
20 0.7840 0.7679 0.0162 2.1% 0.0033 0.4% 53% False False 90
40 0.8162 0.7679 0.0483 6.2% 0.0037 0.5% 18% False False 83
60 0.8177 0.7679 0.0498 6.4% 0.0035 0.4% 17% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7922
1.618 0.7878
1.000 0.7852
0.618 0.7835
HIGH 0.7808
0.618 0.7791
0.500 0.7786
0.382 0.7781
LOW 0.7765
0.618 0.7738
1.000 0.7721
1.618 0.7694
2.618 0.7651
4.250 0.7580
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 0.7786 0.7786
PP 0.7779 0.7779
S1 0.7772 0.7772

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

View Archives - Comment on this page... - Back to Index of Symbols