CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 0.7962 0.7928 -0.0034 -0.4% 0.7970
High 0.7972 0.7928 -0.0044 -0.6% 0.8014
Low 0.7929 0.7878 -0.0051 -0.6% 0.7878
Close 0.7929 0.7880 -0.0049 -0.6% 0.7880
Range 0.0043 0.0050 0.0007 15.1% 0.0136
ATR 0.0041 0.0042 0.0001 1.7% 0.0000
Volume 193 178 -15 -7.8% 609
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8044 0.8011 0.7907
R3 0.7994 0.7962 0.7894
R2 0.7945 0.7945 0.7889
R1 0.7912 0.7912 0.7885 0.7904
PP 0.7895 0.7895 0.7895 0.7891
S1 0.7863 0.7863 0.7875 0.7854
S2 0.7846 0.7846 0.7871
S3 0.7796 0.7813 0.7866
S4 0.7747 0.7764 0.7853
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8330 0.8241 0.7955
R3 0.8195 0.8105 0.7917
R2 0.8059 0.8059 0.7905
R1 0.7970 0.7970 0.7892 0.7947
PP 0.7924 0.7924 0.7924 0.7912
S1 0.7834 0.7834 0.7868 0.7811
S2 0.7788 0.7788 0.7855
S3 0.7653 0.7699 0.7843
S4 0.7517 0.7563 0.7805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8014 0.7878 0.0136 1.7% 0.0037 0.5% 1% False True 121
10 0.8014 0.7839 0.0175 2.2% 0.0042 0.5% 24% False False 96
20 0.8014 0.7765 0.0249 3.2% 0.0038 0.5% 46% False False 93
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 60% False False 96
60 0.8177 0.7679 0.0498 6.3% 0.0037 0.5% 40% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.8057
1.618 0.8008
1.000 0.7977
0.618 0.7958
HIGH 0.7928
0.618 0.7909
0.500 0.7903
0.382 0.7897
LOW 0.7878
0.618 0.7847
1.000 0.7828
1.618 0.7798
2.618 0.7748
4.250 0.7668
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 0.7903 0.7937
PP 0.7895 0.7918
S1 0.7888 0.7899

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

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