CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 0.7857 0.7875 0.0018 0.2% 0.7801
High 0.7871 0.7881 0.0011 0.1% 0.7820
Low 0.7825 0.7855 0.0030 0.4% 0.7769
Close 0.7856 0.7877 0.0021 0.3% 0.7788
Range 0.0046 0.0026 -0.0020 -42.9% 0.0052
ATR 0.0045 0.0043 -0.0001 -3.0% 0.0000
Volume 130 32 -98 -75.4% 179
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7949 0.7939 0.7891
R3 0.7923 0.7913 0.7884
R2 0.7897 0.7897 0.7881
R1 0.7887 0.7887 0.7879 0.7892
PP 0.7871 0.7871 0.7871 0.7873
S1 0.7861 0.7861 0.7874 0.7866
S2 0.7845 0.7845 0.7872
S3 0.7819 0.7835 0.7869
S4 0.7793 0.7809 0.7862
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 0.7881 0.7765 0.0117 1.5% 0.0038 0.5% 96% True False 143
10 0.7881 0.7765 0.0117 1.5% 0.0034 0.4% 96% True False 91
20 0.7881 0.7679 0.0203 2.6% 0.0035 0.4% 98% True False 111
40 0.8051 0.7679 0.0373 4.7% 0.0036 0.5% 53% False False 94
60 0.8177 0.7679 0.0498 6.3% 0.0036 0.5% 40% False False 72
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7949
1.618 0.7923
1.000 0.7907
0.618 0.7897
HIGH 0.7881
0.618 0.7871
0.500 0.7868
0.382 0.7865
LOW 0.7855
0.618 0.7839
1.000 0.7829
1.618 0.7813
2.618 0.7787
4.250 0.7745
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 0.7874 0.7865
PP 0.7871 0.7854
S1 0.7868 0.7843

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

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