CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 0.7909 0.7976 0.0067 0.8% 0.7795
High 0.7979 0.8004 0.0026 0.3% 0.7884
Low 0.7909 0.7960 0.0051 0.6% 0.7765
Close 0.7979 0.7988 0.0009 0.1% 0.7863
Range 0.0069 0.0044 -0.0025 -36.7% 0.0119
ATR 0.0046 0.0046 0.0000 -0.3% 0.0000
Volume 104 117 13 12.5% 647
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8116 0.8096 0.8012
R3 0.8072 0.8052 0.8000
R2 0.8028 0.8028 0.7996
R1 0.8008 0.8008 0.7992 0.8018
PP 0.7984 0.7984 0.7984 0.7989
S1 0.7964 0.7964 0.7983 0.7974
S2 0.7940 0.7940 0.7979
S3 0.7896 0.7920 0.7975
S4 0.7852 0.7876 0.7963
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 0.8004 0.7839 0.0166 2.1% 0.0048 0.6% 90% True False 72
10 0.8004 0.7765 0.0240 3.0% 0.0044 0.6% 93% True False 109
20 0.8004 0.7679 0.0326 4.1% 0.0038 0.5% 95% True False 112
40 0.8051 0.7679 0.0373 4.7% 0.0039 0.5% 83% False False 97
60 0.8177 0.7679 0.0498 6.2% 0.0037 0.5% 62% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8191
2.618 0.8119
1.618 0.8075
1.000 0.8048
0.618 0.8031
HIGH 0.8004
0.618 0.7987
0.500 0.7982
0.382 0.7977
LOW 0.7960
0.618 0.7933
1.000 0.7916
1.618 0.7889
2.618 0.7845
4.250 0.7773
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 0.7986 0.7965
PP 0.7984 0.7943
S1 0.7982 0.7921

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

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