CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 0.7928 0.7873 -0.0055 -0.7% 0.7970
High 0.7928 0.7874 -0.0054 -0.7% 0.8014
Low 0.7878 0.7818 -0.0060 -0.8% 0.7878
Close 0.7880 0.7820 -0.0060 -0.8% 0.7880
Range 0.0050 0.0056 0.0006 12.1% 0.0136
ATR 0.0042 0.0043 0.0001 3.4% 0.0000
Volume 178 161 -17 -9.6% 609
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8004 0.7967 0.7850
R3 0.7948 0.7912 0.7835
R2 0.7893 0.7893 0.7830
R1 0.7856 0.7856 0.7825 0.7847
PP 0.7837 0.7837 0.7837 0.7832
S1 0.7801 0.7801 0.7814 0.7791
S2 0.7782 0.7782 0.7809
S3 0.7726 0.7745 0.7804
S4 0.7671 0.7690 0.7789
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 0.7818 0.0196 2.5% 0.0043 0.5% 1% False True 140
10 0.8014 0.7818 0.0196 2.5% 0.0040 0.5% 1% False True 103
20 0.8014 0.7765 0.0249 3.2% 0.0039 0.5% 22% False False 97
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 42% False False 99
60 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 28% False False 84
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 0.0005
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8109
2.618 0.8019
1.618 0.7963
1.000 0.7929
0.618 0.7908
HIGH 0.7874
0.618 0.7852
0.500 0.7846
0.382 0.7839
LOW 0.7818
0.618 0.7784
1.000 0.7763
1.618 0.7728
2.618 0.7673
4.250 0.7582
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 0.7846 0.7895
PP 0.7837 0.7870
S1 0.7828 0.7845

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

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