CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 0.7805 0.7800 -0.0005 -0.1% 0.7827
High 0.7823 0.7818 -0.0005 -0.1% 0.7841
Low 0.7783 0.7791 0.0009 0.1% 0.7783
Close 0.7813 0.7802 -0.0011 -0.1% 0.7813
Range 0.0040 0.0027 -0.0013 -32.5% 0.0059
ATR 0.0039 0.0038 -0.0001 -2.2% 0.0000
Volume 74 78 4 5.4% 656
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 0.7885 0.7870 0.7817
R3 0.7858 0.7843 0.7809
R2 0.7831 0.7831 0.7807
R1 0.7816 0.7816 0.7804 0.7824
PP 0.7804 0.7804 0.7804 0.7807
S1 0.7789 0.7789 0.7800 0.7797
S2 0.7777 0.7777 0.7797
S3 0.7750 0.7762 0.7795
S4 0.7723 0.7735 0.7787
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 0.7836 0.7783 0.0053 0.7% 0.0035 0.4% 37% False False 127
10 0.7841 0.7783 0.0059 0.7% 0.0032 0.4% 33% False False 110
20 0.8014 0.7783 0.0231 3.0% 0.0036 0.5% 8% False False 107
40 0.8014 0.7679 0.0335 4.3% 0.0036 0.5% 37% False False 110
60 0.8051 0.7679 0.0373 4.8% 0.0037 0.5% 33% False False 98
80 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 25% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7889
1.618 0.7862
1.000 0.7845
0.618 0.7835
HIGH 0.7818
0.618 0.7808
0.500 0.7805
0.382 0.7801
LOW 0.7791
0.618 0.7774
1.000 0.7764
1.618 0.7747
2.618 0.7720
4.250 0.7676
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 0.7805 0.7803
PP 0.7804 0.7802
S1 0.7803 0.7802

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

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