CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Apr-2018
Day Change Summary
Previous Current
18-Apr-2018 19-Apr-2018 Change Change % Previous Week
Open 0.7984 0.7962 -0.0022 -0.3% 0.7863
High 0.7995 0.7972 -0.0023 -0.3% 0.8004
Low 0.7948 0.7929 -0.0019 -0.2% 0.7839
Close 0.7954 0.7929 -0.0024 -0.3% 0.7968
Range 0.0047 0.0043 -0.0004 -8.5% 0.0166
ATR 0.0041 0.0041 0.0000 0.3% 0.0000
Volume 104 193 89 85.6% 359
Daily Pivots for day following 19-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8072 0.8044 0.7953
R3 0.8029 0.8001 0.7941
R2 0.7986 0.7986 0.7937
R1 0.7958 0.7958 0.7933 0.7951
PP 0.7943 0.7943 0.7943 0.7940
S1 0.7915 0.7915 0.7925 0.7908
S2 0.7900 0.7900 0.7921
S3 0.7857 0.7872 0.7917
S4 0.7814 0.7829 0.7905
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 0.8014 0.7929 0.0084 1.1% 0.0033 0.4% 0% False True 94
10 0.8014 0.7839 0.0175 2.2% 0.0039 0.5% 52% False False 81
20 0.8014 0.7765 0.0249 3.1% 0.0037 0.5% 66% False False 86
40 0.8014 0.7679 0.0335 4.2% 0.0036 0.5% 75% False False 95
60 0.8177 0.7679 0.0498 6.3% 0.0037 0.5% 50% False False 79
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.8085
1.618 0.8042
1.000 0.8015
0.618 0.7999
HIGH 0.7972
0.618 0.7956
0.500 0.7951
0.382 0.7945
LOW 0.7929
0.618 0.7902
1.000 0.7886
1.618 0.7859
2.618 0.7816
4.250 0.7746
Fisher Pivots for day following 19-Apr-2018
Pivot 1 day 3 day
R1 0.7951 0.7971
PP 0.7943 0.7957
S1 0.7936 0.7943

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

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