CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 0.7810 0.7833 0.0023 0.3% 0.7873
High 0.7824 0.7836 0.0012 0.2% 0.7874
Low 0.7784 0.7798 0.0013 0.2% 0.7792
Close 0.7818 0.7815 -0.0003 0.0% 0.7830
Range 0.0039 0.0038 -0.0001 -3.8% 0.0081
ATR 0.0040 0.0040 0.0000 -0.3% 0.0000
Volume 334 116 -218 -65.3% 528
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 0.7930 0.7911 0.7836
R3 0.7892 0.7873 0.7825
R2 0.7854 0.7854 0.7822
R1 0.7835 0.7835 0.7818 0.7825
PP 0.7816 0.7816 0.7816 0.7811
S1 0.7797 0.7797 0.7812 0.7787
S2 0.7778 0.7778 0.7808
S3 0.7740 0.7759 0.7805
S4 0.7702 0.7721 0.7794
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% 0.0036 0.5% 54% False False 140
10 0.7972 0.7784 0.0188 2.4% 0.0037 0.5% 16% False False 144
20 0.8014 0.7784 0.0229 2.9% 0.0037 0.5% 14% False False 104
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 41% False False 109
60 0.8051 0.7679 0.0373 4.8% 0.0037 0.5% 37% False False 98
80 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 27% False False 80
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 True
Bear Hook False
Bull Hook True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7935
1.618 0.7897
1.000 0.7874
0.618 0.7859
HIGH 0.7836
0.618 0.7821
0.500 0.7817
0.382 0.7812
LOW 0.7798
0.618 0.7774
1.000 0.7760
1.618 0.7736
2.618 0.7698
4.250 0.7636
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 0.7817 0.7814
PP 0.7816 0.7813
S1 0.7816 0.7813

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

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