CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 0.7800 0.7781 -0.0019 -0.2% 0.7827
High 0.7818 0.7781 -0.0037 -0.5% 0.7841
Low 0.7791 0.7728 -0.0063 -0.8% 0.7783
Close 0.7802 0.7752 -0.0051 -0.6% 0.7813
Range 0.0027 0.0053 0.0026 96.3% 0.0059
ATR 0.0038 0.0041 0.0003 6.7% 0.0000
Volume 78 191 113 144.9% 656
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 0.7913 0.7885 0.7781
R3 0.7860 0.7832 0.7766
R2 0.7807 0.7807 0.7761
R1 0.7779 0.7779 0.7756 0.7766
PP 0.7754 0.7754 0.7754 0.7747
S1 0.7726 0.7726 0.7747 0.7713
S2 0.7701 0.7701 0.7742
S3 0.7648 0.7673 0.7737
S4 0.7595 0.7620 0.7722
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 0.7728 0.0108 1.4% 0.0038 0.5% 22% False True 98
10 0.7841 0.7728 0.0113 1.5% 0.0036 0.5% 21% False True 111
20 0.8014 0.7728 0.0286 3.7% 0.0035 0.5% 8% False True 111
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 22% False False 114
60 0.8051 0.7679 0.0373 4.8% 0.0037 0.5% 20% False False 101
80 0.8177 0.7679 0.0498 6.4% 0.0036 0.5% 15% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8006
2.618 0.7920
1.618 0.7867
1.000 0.7834
0.618 0.7814
HIGH 0.7781
0.618 0.7761
0.500 0.7755
0.382 0.7748
LOW 0.7728
0.618 0.7695
1.000 0.7675
1.618 0.7642
2.618 0.7589
4.250 0.7503
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 0.7755 0.7775
PP 0.7754 0.7767
S1 0.7753 0.7759

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

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