CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 0.7792 0.7827 0.0035 0.4% 0.7873
High 0.7831 0.7841 0.0011 0.1% 0.7874
Low 0.7792 0.7807 0.0015 0.2% 0.7792
Close 0.7830 0.7824 -0.0007 -0.1% 0.7830
Range 0.0038 0.0034 -0.0004 -11.7% 0.0081
ATR 0.0040 0.0040 0.0000 -1.1% 0.0000
Volume 130 98 -32 -24.6% 528
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7926 0.7909 0.7842
R3 0.7892 0.7875 0.7833
R2 0.7858 0.7858 0.7830
R1 0.7841 0.7841 0.7827 0.7832
PP 0.7824 0.7824 0.7824 0.7820
S1 0.7807 0.7807 0.7820 0.7798
S2 0.7790 0.7790 0.7817
S3 0.7756 0.7773 0.7814
S4 0.7722 0.7739 0.7805
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8076 0.8035 0.7875
R3 0.7995 0.7953 0.7852
R2 0.7913 0.7913 0.7845
R1 0.7872 0.7872 0.7837 0.7852
PP 0.7832 0.7832 0.7832 0.7822
S1 0.7790 0.7790 0.7823 0.7770
S2 0.7750 0.7750 0.7815
S3 0.7669 0.7709 0.7808
S4 0.7587 0.7627 0.7785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7841 0.7792 0.0049 0.6% 0.0029 0.4% 64% True False 93
10 0.8014 0.7792 0.0221 2.8% 0.0036 0.5% 14% False False 116
20 0.8014 0.7792 0.0221 2.8% 0.0038 0.5% 14% False False 109
40 0.8014 0.7679 0.0335 4.3% 0.0036 0.5% 43% False False 99
60 0.8162 0.7679 0.0483 6.2% 0.0037 0.5% 30% False False 92
80 0.8177 0.7679 0.0498 6.4% 0.0035 0.5% 29% False False 76
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7986
2.618 0.7930
1.618 0.7896
1.000 0.7875
0.618 0.7862
HIGH 0.7841
0.618 0.7828
0.500 0.7824
0.382 0.7820
LOW 0.7807
0.618 0.7786
1.000 0.7773
1.618 0.7752
2.618 0.7718
4.250 0.7663
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 0.7824 0.7821
PP 0.7824 0.7819
S1 0.7824 0.7817

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

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