CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Apr-2018
Day Change Summary
Previous Current
11-Apr-2018 12-Apr-2018 Change Change % Previous Week
Open 0.7976 0.7974 -0.0003 0.0% 0.7795
High 0.8004 0.7986 -0.0018 -0.2% 0.7884
Low 0.7960 0.7973 0.0013 0.2% 0.7765
Close 0.7988 0.7986 -0.0002 0.0% 0.7863
Range 0.0044 0.0013 -0.0031 -70.5% 0.0119
ATR 0.0046 0.0044 -0.0002 -4.9% 0.0000
Volume 117 6 -111 -94.9% 647
Daily Pivots for day following 12-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8021 0.8016 0.7993
R3 0.8008 0.8003 0.7990
R2 0.7995 0.7995 0.7988
R1 0.7990 0.7990 0.7987 0.7993
PP 0.7982 0.7982 0.7982 0.7983
S1 0.7977 0.7977 0.7985 0.7980
S2 0.7969 0.7969 0.7984
S3 0.7956 0.7964 0.7982
S4 0.7943 0.7951 0.7979
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% 0.0045 0.6% 89% False False 67
10 0.8004 0.7765 0.0240 3.0% 0.0042 0.5% 92% False False 105
20 0.8004 0.7679 0.0326 4.1% 0.0038 0.5% 94% False False 84
40 0.8051 0.7679 0.0373 4.7% 0.0038 0.5% 83% False False 95
60 0.8177 0.7679 0.0498 6.2% 0.0037 0.5% 62% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8041
2.618 0.8020
1.618 0.8007
1.000 0.7999
0.618 0.7994
HIGH 0.7986
0.618 0.7981
0.500 0.7980
0.382 0.7978
LOW 0.7973
0.618 0.7965
1.000 0.7960
1.618 0.7952
2.618 0.7939
4.250 0.7918
Fisher Pivots for day following 12-Apr-2018
Pivot 1 day 3 day
R1 0.7984 0.7976
PP 0.7982 0.7966
S1 0.7980 0.7957

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

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