CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 0.7995 0.7970 -0.0026 -0.3% 0.7863
High 0.7996 0.7997 0.0001 0.0% 0.8004
Low 0.7966 0.7970 0.0004 0.0% 0.7839
Close 0.7968 0.7997 0.0029 0.4% 0.7968
Range 0.0030 0.0027 -0.0002 -8.5% 0.0166
ATR 0.0043 0.0042 -0.0001 -2.4% 0.0000
Volume 42 70 28 66.7% 359
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8069 0.8060 0.8011
R3 0.8042 0.8033 0.8004
R2 0.8015 0.8015 0.8001
R1 0.8006 0.8006 0.7999 0.8010
PP 0.7988 0.7988 0.7988 0.7990
S1 0.7979 0.7979 0.7994 0.7983
S2 0.7960 0.7960 0.7992
S3 0.7933 0.7951 0.7989
S4 0.7906 0.7924 0.7982
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 0.7909 0.0095 1.2% 0.0037 0.5% 92% False False 67
10 0.8004 0.7805 0.0199 2.5% 0.0041 0.5% 96% False False 102
20 0.8004 0.7679 0.0325 4.1% 0.0036 0.5% 98% False False 76
40 0.8051 0.7679 0.0373 4.7% 0.0037 0.5% 85% False False 94
60 0.8177 0.7679 0.0498 6.2% 0.0036 0.4% 64% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8111
2.618 0.8067
1.618 0.8040
1.000 0.8024
0.618 0.8013
HIGH 0.7997
0.618 0.7986
0.500 0.7983
0.382 0.7980
LOW 0.7970
0.618 0.7953
1.000 0.7942
1.618 0.7926
2.618 0.7899
4.250 0.7855
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 0.7992 0.7991
PP 0.7988 0.7986
S1 0.7983 0.7981

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

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