CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 0.7863 0.7909 0.0046 0.6% 0.7795
High 0.7917 0.7979 0.0062 0.8% 0.7884
Low 0.7839 0.7909 0.0071 0.9% 0.7765
Close 0.7911 0.7979 0.0068 0.9% 0.7863
Range 0.0078 0.0069 -0.0009 -10.9% 0.0119
ATR 0.0044 0.0046 0.0002 4.0% 0.0000
Volume 90 104 14 15.6% 647
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8164 0.8141 0.8017
R3 0.8094 0.8071 0.7998
R2 0.8025 0.8025 0.7991
R1 0.8002 0.8002 0.7985 0.8013
PP 0.7955 0.7955 0.7955 0.7961
S1 0.7932 0.7932 0.7972 0.7944
S2 0.7886 0.7886 0.7966
S3 0.7816 0.7863 0.7959
S4 0.7747 0.7793 0.7940
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 0.7979 0.7825 0.0154 1.9% 0.0048 0.6% 100% True False 75
10 0.7979 0.7765 0.0214 2.7% 0.0043 0.5% 100% True False 100
20 0.7979 0.7679 0.0300 3.8% 0.0040 0.5% 100% True False 117
40 0.8051 0.7679 0.0373 4.7% 0.0038 0.5% 81% False False 96
60 0.8177 0.7679 0.0498 6.2% 0.0037 0.5% 60% False False 73
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8160
1.618 0.8091
1.000 0.8048
0.618 0.8021
HIGH 0.7979
0.618 0.7952
0.500 0.7944
0.382 0.7936
LOW 0.7909
0.618 0.7866
1.000 0.7840
1.618 0.7797
2.618 0.7727
4.250 0.7614
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 0.7967 0.7955
PP 0.7955 0.7932
S1 0.7944 0.7909

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

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