CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 0.7821 0.7805 -0.0015 -0.2% 0.7827
High 0.7821 0.7823 0.0002 0.0% 0.7841
Low 0.7790 0.7783 -0.0007 -0.1% 0.7783
Close 0.7816 0.7813 -0.0003 0.0% 0.7813
Range 0.0031 0.0040 0.0009 29.0% 0.0059
ATR 0.0039 0.0039 0.0000 0.2% 0.0000
Volume 34 74 40 117.6% 656
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7926 0.7910 0.7835
R3 0.7886 0.7870 0.7824
R2 0.7846 0.7846 0.7820
R1 0.7830 0.7830 0.7817 0.7838
PP 0.7806 0.7806 0.7806 0.7810
S1 0.7790 0.7790 0.7809 0.7798
S2 0.7766 0.7766 0.7806
S3 0.7726 0.7750 0.7802
S4 0.7686 0.7710 0.7791
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7988 0.7959 0.7845
R3 0.7929 0.7900 0.7829
R2 0.7871 0.7871 0.7824
R1 0.7842 0.7842 0.7818 0.7827
PP 0.7812 0.7812 0.7812 0.7805
S1 0.7783 0.7783 0.7808 0.7769
S2 0.7754 0.7754 0.7802
S3 0.7695 0.7725 0.7797
S4 0.7637 0.7666 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7841 0.7783 0.0059 0.7% 0.0036 0.5% 52% False True 131
10 0.7874 0.7783 0.0091 1.2% 0.0035 0.4% 34% False True 118
20 0.8014 0.7783 0.0231 3.0% 0.0038 0.5% 13% False True 107
40 0.8014 0.7679 0.0335 4.3% 0.0036 0.5% 40% False False 108
60 0.8051 0.7679 0.0373 4.8% 0.0037 0.5% 36% False False 97
80 0.8177 0.7679 0.0498 6.4% 0.0037 0.5% 27% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7927
1.618 0.7887
1.000 0.7863
0.618 0.7847
HIGH 0.7823
0.618 0.7807
0.500 0.7803
0.382 0.7798
LOW 0.7783
0.618 0.7758
1.000 0.7743
1.618 0.7718
2.618 0.7678
4.250 0.7613
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 0.7810 0.7812
PP 0.7806 0.7810
S1 0.7803 0.7809

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

View Archives - Comment on this page... - Back to Index of Symbols