CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 09-Apr-2018
Day Change Summary
Previous Current
06-Apr-2018 09-Apr-2018 Change Change % Previous Week
Open 0.7866 0.7863 -0.0003 0.0% 0.7795
High 0.7884 0.7917 0.0033 0.4% 0.7884
Low 0.7863 0.7839 -0.0024 -0.3% 0.7765
Close 0.7863 0.7911 0.0048 0.6% 0.7863
Range 0.0021 0.0078 0.0057 271.5% 0.0119
ATR 0.0042 0.0044 0.0003 6.2% 0.0000
Volume 20 90 70 350.0% 647
Daily Pivots for day following 09-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8123 0.8095 0.7953
R3 0.8045 0.8017 0.7932
R2 0.7967 0.7967 0.7925
R1 0.7939 0.7939 0.7918 0.7953
PP 0.7889 0.7889 0.7889 0.7896
S1 0.7860 0.7860 0.7903 0.7875
S2 0.7810 0.7810 0.7896
S3 0.7732 0.7782 0.7889
S4 0.7654 0.7704 0.7868
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 0.7917 0.7805 0.0112 1.4% 0.0045 0.6% 95% True False 136
10 0.7917 0.7765 0.0152 1.9% 0.0039 0.5% 96% True False 91
20 0.7917 0.7679 0.0238 3.0% 0.0037 0.5% 97% True False 113
40 0.8051 0.7679 0.0373 4.7% 0.0038 0.5% 62% False False 94
60 0.8177 0.7679 0.0498 6.3% 0.0036 0.5% 47% False False 73
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 0.0009
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.8248
2.618 0.8121
1.618 0.8043
1.000 0.7995
0.618 0.7965
HIGH 0.7917
0.618 0.7887
0.500 0.7878
0.382 0.7868
LOW 0.7839
0.618 0.7790
1.000 0.7760
1.618 0.7712
2.618 0.7634
4.250 0.7507
Fisher Pivots for day following 09-Apr-2018
Pivot 1 day 3 day
R1 0.7900 0.7900
PP 0.7889 0.7889
S1 0.7878 0.7878

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

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