CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 0.7827 0.7810 -0.0017 -0.2% 0.7873
High 0.7841 0.7824 -0.0018 -0.2% 0.7874
Low 0.7807 0.7784 -0.0023 -0.3% 0.7792
Close 0.7824 0.7818 -0.0006 -0.1% 0.7830
Range 0.0034 0.0039 0.0005 16.2% 0.0081
ATR 0.0040 0.0040 0.0000 0.0% 0.0000
Volume 98 334 236 240.8% 528
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 0.7927 0.7912 0.7840
R3 0.7887 0.7872 0.7829
R2 0.7848 0.7848 0.7825
R1 0.7833 0.7833 0.7822 0.7840
PP 0.7809 0.7809 0.7809 0.7812
S1 0.7794 0.7794 0.7814 0.7801
S2 0.7769 0.7769 0.7811
S3 0.7730 0.7754 0.7807
S4 0.7690 0.7715 0.7796
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 0.7784 0.0057 0.7% 0.0034 0.4% 60% False True 123
10 0.7995 0.7784 0.0211 2.7% 0.0038 0.5% 16% False True 143
20 0.8014 0.7784 0.0229 2.9% 0.0038 0.5% 15% False True 105
40 0.8014 0.7679 0.0335 4.3% 0.0036 0.5% 42% False False 107
60 0.8077 0.7679 0.0399 5.1% 0.0037 0.5% 35% False False 97
80 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 28% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7991
2.618 0.7927
1.618 0.7887
1.000 0.7863
0.618 0.7848
HIGH 0.7824
0.618 0.7808
0.500 0.7804
0.382 0.7799
LOW 0.7784
0.618 0.7760
1.000 0.7745
1.618 0.7720
2.618 0.7681
4.250 0.7616
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 0.7813 0.7816
PP 0.7809 0.7814
S1 0.7804 0.7813

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

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