CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Apr-2018
Day Change Summary
Previous Current
12-Apr-2018 13-Apr-2018 Change Change % Previous Week
Open 0.7974 0.7995 0.0022 0.3% 0.7863
High 0.7986 0.7996 0.0010 0.1% 0.8004
Low 0.7973 0.7966 -0.0007 -0.1% 0.7839
Close 0.7986 0.7968 -0.0018 -0.2% 0.7968
Range 0.0013 0.0030 0.0017 126.9% 0.0166
ATR 0.0044 0.0043 -0.0001 -2.3% 0.0000
Volume 6 42 36 600.0% 359
Daily Pivots for day following 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8065 0.8046 0.7984
R3 0.8036 0.8017 0.7976
R2 0.8006 0.8006 0.7973
R1 0.7987 0.7987 0.7971 0.7982
PP 0.7977 0.7977 0.7977 0.7974
S1 0.7958 0.7958 0.7965 0.7952
S2 0.7947 0.7947 0.7963
S3 0.7918 0.7928 0.7960
S4 0.7888 0.7899 0.7952
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8433 0.8366 0.8059
R3 0.8268 0.8201 0.8014
R2 0.8102 0.8102 0.7998
R1 0.8035 0.8035 0.7983 0.8069
PP 0.7937 0.7937 0.7937 0.7954
S1 0.7870 0.7870 0.7953 0.7903
S2 0.7771 0.7771 0.7938
S3 0.7606 0.7704 0.7922
S4 0.7440 0.7539 0.7877
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% 0.0047 0.6% 78% False False 71
10 0.8004 0.7765 0.0240 3.0% 0.0042 0.5% 85% False False 100
20 0.8004 0.7679 0.0326 4.1% 0.0036 0.5% 89% False False 81
40 0.8051 0.7679 0.0373 4.7% 0.0037 0.5% 78% False False 93
60 0.8177 0.7679 0.0498 6.3% 0.0036 0.4% 58% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8073
1.618 0.8043
1.000 0.8025
0.618 0.8014
HIGH 0.7996
0.618 0.7984
0.500 0.7981
0.382 0.7977
LOW 0.7966
0.618 0.7948
1.000 0.7937
1.618 0.7918
2.618 0.7889
4.250 0.7841
Fisher Pivots for day following 13-Apr-2018
Pivot 1 day 3 day
R1 0.7981 0.7982
PP 0.7977 0.7977
S1 0.7972 0.7973

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

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