CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 0.7875 0.7866 -0.0009 -0.1% 0.7795
High 0.7881 0.7884 0.0003 0.0% 0.7884
Low 0.7855 0.7863 0.0008 0.1% 0.7765
Close 0.7877 0.7863 -0.0014 -0.2% 0.7863
Range 0.0026 0.0021 -0.0005 -19.2% 0.0119
ATR 0.0043 0.0042 -0.0002 -3.7% 0.0000
Volume 32 20 -12 -37.5% 647
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7932 0.7918 0.7874
R3 0.7911 0.7897 0.7868
R2 0.7890 0.7890 0.7866
R1 0.7877 0.7877 0.7864 0.7873
PP 0.7870 0.7870 0.7870 0.7868
S1 0.7856 0.7856 0.7861 0.7852
S2 0.7849 0.7849 0.7859
S3 0.7828 0.7835 0.7857
S4 0.7807 0.7814 0.7851
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8194 0.8147 0.7928
R3 0.8075 0.8028 0.7895
R2 0.7956 0.7956 0.7884
R1 0.7909 0.7909 0.7873 0.7933
PP 0.7837 0.7837 0.7837 0.7849
S1 0.7790 0.7790 0.7852 0.7814
S2 0.7718 0.7718 0.7841
S3 0.7599 0.7671 0.7830
S4 0.7480 0.7552 0.7797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7884 0.7765 0.0119 1.5% 0.0038 0.5% 82% True False 129
10 0.7884 0.7765 0.0119 1.5% 0.0035 0.4% 82% True False 89
20 0.7884 0.7679 0.0205 2.6% 0.0034 0.4% 90% True False 109
40 0.8051 0.7679 0.0373 4.7% 0.0036 0.5% 49% False False 92
60 0.8177 0.7679 0.0498 6.3% 0.0036 0.5% 37% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7938
1.618 0.7917
1.000 0.7904
0.618 0.7896
HIGH 0.7884
0.618 0.7875
0.500 0.7873
0.382 0.7871
LOW 0.7863
0.618 0.7850
1.000 0.7842
1.618 0.7829
2.618 0.7808
4.250 0.7773
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 0.7873 0.7860
PP 0.7870 0.7857
S1 0.7866 0.7854

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

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